Results 51 to 60 of about 126 (123)

An Expectation-Maximization Algorithm for Combining a Sample of Partially Overlapping Covariance Matrices. [PDF]

Axioms, 2023
Akdemir D, Somo M, Isidro-Sanchéz J.
europepmc   +1 more source

The Kendall interaction filter for variable interaction screening in high dimensional classification problems. [PDF]

J Appl Stat, 2023
Anzarmou Y, Mkhadri A, Oualkacha K.
europepmc   +1 more source

Ascertaining the Underlying Distribution of a Data Set

, 1994
We combine the concept of maximum correlation between two random variables with the Principal Coordinate Analysis technique, to propose a descriptive procedure to ascertain the underlying probability distribution of a univariate sample.
C. M. Cuadras, J. Fortiana
core  

SFB 823 Nonparametric inference on Lévy measures and copulas Discussion Paper Nonparametric inference on Lévy measures and copulas

, 2020
In this paper nonparametric methods to assess the multivariate Lévy measure are introduced. Starting from high-frequency observations of a Lévy process X, we construct estimators for its tail integrals and the Pareto Lévy copula and prove weak ...
62m09, Axel Bücher, Mathias Vetter
core  

Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions

Dependence Modeling
Kendall’s tau and conditional Kendall’s tau matrices are multivariate (conditional) dependence measures between the components of a random vector. For large dimensions, available estimators are computationally expensive and can be improved by averaging ...
van der Spek Rutger, Derumigny Alexis
doaj   +1 more source

Quantile association regression on bivariate survival data. [PDF]

Can J Stat, 2021
Chen LW, Cheng Y, Ding Y, Li R.
europepmc   +1 more source

Benchmarking Computational Doublet-Detection Methods for Single-Cell RNA Sequencing Data. [PDF]

Cell Syst, 2021
Xi NM, Li JJ.
europepmc   +1 more source

Metric Scaling Graphical Representation of Categorical Data

, 1995
: Metric Scaling is a well--known method to represent a finite set with respect to a given Euclidean distance matrix. Several methods to represent rows and columns of a two--way contingency table are available: Correspondence Analysis, Dual Scaling ...
C. M. Cuadras, J. Fortiana
core  

ASYMPTOTIC DISTRIBUTIONS OF HIGH-DIMENSIONAL DISTANCE CORRELATION INFERENCE. [PDF]

Ann Stat, 2021
Gao L, Fan Y, Lv J, Shao QM.
europepmc   +1 more source

The best lower bound of sample correlation coefficient with ordered restriction

In this paper, it is shown that the sample correlation coefficient between two sets of ordered samples x(1) [less-than-or-equals, slant] ... [less-than-or-equals, slant] x(n) and y(1) [less-than-or-equals, slant] ...
Hwang, Tea-Yuan, Hu, Chin-Yuan
core