Extreme conditional quantile estimation for time series
Canadian Journal of Statistics, EarlyView.Abstract We consider the estimation of an extreme conditional quantile QY(1−p|x0)$$ {Q}_Y\left(1-p|{x}_0\right) $$ for a heavy‐tailed distribution in the case of a strictly stationary time series (Xt,Yt)t∈ℤ$$ {\left({X}_t,{Y}_t\right)}_{t\in \mathbb{Z}} $$. Here, QY(·|x0)$$ {Q}_Y\left(\cdotp |{x}_0\right) $$ denotes the conditional quantile function of
Yuri Goegebeur +2 more
wiley +1 more source
Bridging Machine Learning and Algorithmic Information Theory, Part VII: Algorithmic Information Kernels and Kernel Discrepancies on Countable Spaces. [PDF]
Entropy (Basel)Hamzi B, Hutter M, Owhadi H.
europepmc +1 more source
Lasso for hierarchical polynomial models
Canadian Journal of Statistics, EarlyView.Abstract The divisibility conditions implicit in a polynomial hierarchy suggest parameter constraints in regression. With this idea, we establish strong and weak hierarchies for both the lasso and relaxed lasso. Our proposal extends prior work on hierarchical lasso, which was mainly concerned with models of degree 2.
H. Maruri‐Aguilar, S. Lunagómez
wiley +1 more source
Metric uniform distribution on analytic curves: With an Appendix by Jim Wright. [PDF]
Res Math SciBergelson V, Moreira J.
europepmc +1 more source
Sparse maximum likelihood estimation of regression models
Canadian Journal of Statistics, EarlyView.Abstract For regression model selection and estimation, we study a small set of candidate models of maximum likelihood from which all information criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) choose their models.
Min Tsao
wiley +1 more source
Unstable Vortices, Sharp Non-Uniqueness with Forcing, and Global Smooth Solutions for the SQG Equation. [PDF]
Arch Ration Mech AnalCastro Á +3 more
europepmc +1 more source
Order restricted row‐column cluster randomized design
Canadian Journal of Statistics, EarlyView.Abstract This research introduces a novel two‐stage cluster randomized design, the order restricted row‐column cluster randomized design. The new design builds upon the cluster randomized block design by incorporating a second layer of blocking, achieved through ranking cluster units that are randomly sampled from the population.
Dalton Hopper +2 more
wiley +1 more source
Allocentric navigation is computationally universal. [PDF]
J Biol PhysPiccinini G.
europepmc +1 more source
Mitigating measurement error in misspecified small area models
Canadian Journal of Statistics, EarlyView.Abstract In the framework of Small area estimation, we consider an area‐level model where a subset of covariates is measured with error. The extent of the error is assumed to be constant throughout the areas, and it is expressed by a scalar parameter γ$$ \gamma $$, which multiplies the deterministic covariance matrix of the estimator of the true ...
Diego Battagliese +3 more
wiley +1 more source
Asymptotic Normality and Convergence Rates for Tsallis Entropy Estimators via Stabilization Techniques. [PDF]
Entropy (Basel)Çadırcı MS, Singull M.
europepmc +1 more source