Results 91 to 100 of about 278 (169)

Lower and upper bounds for the eigenvalues of a pentadiagonal matrix arising in the Hodrick-Prescott filter

open access: yesSpecial Matrices
This study establishes lower and upper bounds for the eigenvalues of a symmetric pentadiagonal matrix arising in the Hodrick-Prescott (HP) filter, a widely used method for trend extraction in macroeconometrics.
Yamada Hiroshi
doaj   +1 more source

Testing linearity of regression models with dependent errors by kernel based methods

open access: yes
Asymptotic relative efficiency, moving average process, nonparametric regression, optimal weighted least squares, test of linearity, 62G05,
Stefanie Biedermann, Holger Dette
core   +1 more source

Multivariate tail dependence: further insights with an application to the Spanish banking sector

open access: yesDependence Modeling
Extending bivariate dependence concepts to higher dimensions is a challenging but essential task for a comprehensive understanding of multivariate dependence.
Durante Fabrizio   +3 more
doaj   +1 more source

Personalized treatment selection using observational data. [PDF]

open access: yesJ Appl Stat, 2023
Kulasekera KB, Tholkage S, Kong M.
europepmc   +1 more source

Strong approximations for dependent competing risks with independent censoring

open access: yes
Aalen-Johansen estimator, Dependent competing risks, Rate of convergence, Right-censoring, Strong approximation, 62G20, 62G05, 60F15, 60F17, 62G30,
Ségolen Geffray
core   +1 more source

Level sets of depth measures in abstract spaces. [PDF]

open access: yesTest (Madr), 2023
Cholaquidis A, Fraiman R, Moreno L.
europepmc   +1 more source

Maxisets for μ-thresholding rules

open access: yes
Adaptive procedures, Besov spaces and weak Besov spaces, Maximal space, Minimax risk, Thresholding rules, 62G05, 62G20, 65T60,
Florent Autin
core   +1 more source

Asymptotic distribution of functional least absolute relative error regression

open access: yesDemonstratio Mathematica
This paper introduces an alternative estimator for the functional regression with a scalar response variable S given a functional random variable T $\mathcal{T}$ taking values in a semi-metric space.
Laksaci Ali   +3 more
doaj   +1 more source

An alternate measure of the cumulative residual Sharma-Taneja-Mittal entropy

open access: yesAnalele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
We define a new alternate measure of the cumulative residual Sharma-Taneja-Mittal entropy. For this measure, there are given upper and lower bounds, is introduced a consistent test based on the uniform distribution and some concrete numerical examples ...
Sfetcu Răzvan-Cornel   +2 more
doaj   +1 more source

Home - About - Disclaimer - Privacy