New copulas based on general partitions-of-unity (part III) — the continuous case
Dependence Modeling, 2019 In this paper we discuss a natural extension of infinite discrete partition-of-unity copulas which were recently introduced in the literature to continuous partition of copulas with possible applications in risk management and other fields.
Pfeifer Dietmar +3 more
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A CLT for regularized sample covariance matrices
, 2006 We consider the spectral properties of a class of regularized estimators of (large) empirical covariance matrices corresponding to stationary (but not necessarily Gaussian) sequences, obtained by banding.
Anderson, Greg W., Zeitouni, Ofer
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Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models [PDF]
, 2006 We consider a regression of $y$ on $x$ given by a pair of mean and variance functions with a parameter vector $\theta$ to be estimated that also appears in the distribution of the regressor variable $x$. The estimation of $\theta$ is based on an extended
Kukush, Alexander +2 more
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Demonstratio MathematicaSuppose that a weakly singular linear regression model M{\mathscr{M}} and its two competing restricted models M1{{\mathscr{M}}}_{1} and M2{{\mathscr{M}}}_{2} are given.
Ren Xingwei
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A comparison between general population mortality and life tables for insurance in Mexico under gender proportion inequality [PDF]
, 2013 We model the mortality behavior of the general population in Mexico using data from 1990 to 2009 and compare it to the mortality assumed in the tables used in Mexico for insured lives.
Guillén, Montserrat, Ornelas, Arelly
core
Integration GSTARIMA with deep neural network to enhance prediction accuracy on rainfall data
Systems Science & Control EngineeringThis study aimed to improve rainfall prediction accuracy by integrating spatio-temporal Generalized Autoregressive Integrated Moving Average (GSTARIMA) with Deep Neural Network (DNN) techniques.
Devi Munandar +3 more
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A Rice method proof of the Null-Space Property over the Grassmannian [PDF]
, 2015 The Null-Space Property (NSP) is a necessary and sufficient condition for the recovery of the largest coefficients of solutions to an under-determined system of linear equations.
Azaïs, J. -M +2 more
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Robust subspace recovery by Tyler's M-estimator
, 2015 This paper considers the problem of robust subspace recovery: given a set of $N$ points in $\mathbb{R}^D$, if many lie in a $d$-dimensional subspace, then can we recover the underlying subspace? We show that Tyler's M-estimator can be used to recover the
Zhang, Teng
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Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix [PDF]
, 2008 2000 Mathematics Subject Classification: 62H15, 62H12.We consider variables with joint multivariate normal distribution and suppose that the sample correlation matrix has missing elements, located in one and the same column.
Veleva, Evelina
core
Estimadores compuestos en estadística regional: una aplicación a la estimación de la tasa de variación de la ocupación en la industria [PDF]
, 2002 Este trabajo es parte de un proyecto que estudia la aplicación de estimadores compuestos (combinación de estimadores directos e indirectos) para áreas pequeñas en estadística regional.
Costa, Àlex, Satorra, A., Ventura, Eva
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