International audienceAMS 2000 subject classifications: 62G08 62G20 62M20 68Q32 62H12 Keywords: Conditional quantile regression Functional covariate Iterative reweighted least squares Reproducing kernel Hilbert space Support vector machine a b s t r a c ...
Henchiri, Yousri +2 more
core +1 more source
An Expectation-Maximization Algorithm for Combining a Sample of Partially Overlapping Covariance Matrices. [PDF]
Akdemir D, Somo M, Isidro-Sanchéz J.
europepmc +1 more source
Comparison of Multivariate and Univariate Models for Genetic Evaluation of Milk Yield based on Test Day Data [PDF]
2000 Mathematics Subject Classification: 62H12, 62P99Multivariate and univariate lactation models were applied to test day data to predict genetic value of daily milk yield of a sample of Black and White cows.
Tsvetanova, Yanka
core
BOUNDS ON THE CONDITIONAL AND AVERAGE TREATMENT EFFECT WITH UNOBSERVED CONFOUNDING FACTORS. [PDF]
Yadlowsky S +4 more
europepmc +1 more source
Multiresponse Robust Engineering: Case with Errors in Factor Levels [PDF]
2000 Mathematics Subject Classification: 62J05, 62J10, 62F35, 62H12, 62P30.The model-based robust approach for improving the quality of the process is successfully applied to different industrial processes.
Velev, Kamen +2 more
core
Partial least squares regression with compositional response variables and covariates. [PDF]
Chen J, Zhang X, Hron K.
europepmc +1 more source
On Representations of Divergence Measures and Related Quantities in Exponential Families. [PDF]
Bedbur S, Kamps U.
europepmc +1 more source
NGARCH, IGARCH and APARCH Models for Pathogens at Marine Recreational Sites
The environmental literature lacks the use of volatility based models for environmental stochastic processes. To overcome this deficiency, we use EGARCH, IGARCH, TGARCH, GJR-GARCH, NGARCH, AVGARCH and APARCH models for functional relationships of the ...
Ghulam Ali
core
Multivariate Local Polynomial Regression For Time Series: Uniform Strong Consistency And Rates
Local high-order polynomial fitting is employed for the estimation of the multivariate regression function m (x 1 , . . . , x d ) = E [y (Y d ) | X 1 = x 1 , . . . , X d = x d ], and of its partial derivatives, for stationary random processes {Y i , X i }
Elias Masry
core
Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
Dutfoy Anne, Parey Sylvie, Roche Nicolas
doaj +1 more source

