We present a new estimation principle for parameterized statistical models. The idea is to perform nonlinear logistic regression to discriminate between the observed data and some...
These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models
Event Studies, Ti...
The work here explores new numerical methods for supporting a Bayesian approach to parameter estimation of dynamic systems. This is primarily motivated by the goal of providing ac...
We discuss a novel statistical framework for image segmentation based on nonparametric clustering. By employing the mean shift procedure for analysis, image regions are identified...
We present the CEM (Conditional Expectation Maximization) algorithm as an extension of the EM (Expectation Maximization) algorithm to conditional density estimation under missing ...