Detecting spatial patterns with the cumulant function – Part 1: The theory [PDF]
Nonlinear Processes in Geophysics, 2008 In climate studies, detecting spatial patterns that largely deviate from the sample mean still remains a statistical challenge. Although a Principal Component Analysis (PCA), or equivalently a Empirical Orthogonal Functions (EOF) decomposition, is often
P. Naveau, A. Bernacchia
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Estimating linear functionals in nonlinear regression with responses missing at random [PDF]
, 2009 We consider regression models with parametric (linear or nonlinear) regression function and allow responses to be ``missing at random.'' We assume that the errors have mean zero and are independent of the covariates.
Müller, Ursula U.
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Space-Time Modeling of Rainfall Rate for Satellite Networks
IEEE Access, 2020 A new comprehensive space-time model for the characterization of point rainfall rate is presented. A detailed assessment of four key rain characteristics (probability of rain/no rain condition, first and second order lognormal statistics and, space and ...
Guangguang Yang +4 more
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Smooth tail index estimation [PDF]
, 2007 Both parametric distribution functions appearing in extreme value theory - the generalized extreme value distribution and the generalized Pareto distribution - have log-concave densities if the extreme value index gamma is in [-1,0].
Balabdaoui F. +10 more
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Bayesian model selection for exponential random graph models via adjusted pseudolikelihoods [PDF]
, 2017 Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields.
Bouranis, Lampros +2 more
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Performance Evaluation of UWB Massive MIMO Channels With Favorable Propagation Features
IEEE Access, 2019 Radio wave propagation can be characterized by two major sets: empirical and deterministic models. Empirical models rely on the received signals' statistics and thus offer lower precision.
Abdallah Fathy +2 more
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Asymptotically distribution-free goodness-of-fit testing for tail copulas [PDF]
, 2014 Let $(X_1,Y_1),\ldots,(X_n,Y_n)$ be an i.i.d. sample from a bivariate distribution function that lies in the max-domain of attraction of an extreme value distribution.
Can, Sami Umut +3 more
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Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study [PDF]
, 2001 Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as observations of a signal contaminated ...
Antoniadis, Anestis +2 more
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Recursive Aggregation of Estimators by Mirror Descent Algorithm with Averaging [PDF]
, 2005 We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimizes a convex risk functional under the l1-constraint.
Juditsky, Anatoli +3 more
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Local power of the LR, Wald, score and gradient tests in dispersion models
, 2011 We derive asymptotic expansions up to order $n^{-1/2}$ for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives.
Ferrari, Silvia L. P., Lemonte, Artur J.
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