MA
2010
Springer
13 years 11 months ago
2010
Springer
MA
2010
Springer
13 years 11 months ago
2010
Springer
We equip the polytope of n × n Markov matrices with the normalized trace of the Lebesgue measure of Rn2 . This probability space provides random Markov matrices, with i.i.d. rows...
MA
2010
Springer
13 years 11 months ago
2010
Springer
MA
2010
Springer
13 years 11 months ago
2010
Springer
MA
2010
Springer
13 years 11 months ago
2010
Springer
Abstract: This paper deals with the problem of multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding rules for whi...
MA
2010
Springer
13 years 11 months ago
2010
Springer
Model selection by the predictive least squares (PLS) principle has been thoroughly studied in the context of regression model selection and autoregressive (AR) model order estima...
MA
2010
Springer
13 years 11 months ago
2010
Springer
We establish the Stein phenomenon in the context of two-step, monotone incomplete data drawn from Np+q(µ, Σ), a multivariate normal population with mean µ and covariance matrix...
MA
2010
Springer
13 years 11 months ago
2010
Springer
This paper analyzes a data mining/bump hunting technique known as PRIM (Fisher and Friedman, 1999). PRIM finds regions in high-dimensional input space with large values of a real...
MA
2010
Springer
13 years 11 months ago
2010
Springer
In this paper we consider several multivariate extensions of comonotonicity. We show that naive extensions do not enjoy some of the main properties of the univariate concept. In o...
MA
2010
Springer
13 years 11 months ago
2010
Springer
