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CSDA
2008
94views more  CSDA 2008»
14 years 9 months ago
Feature significance for multivariate kernel density estimation
Multivariate kernel density estimation provides information about structure in data. Feature significance is a technique for deciding whether features
Tarn Duong, Arianna Cowling, Inge Koch, M. P. Wand
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CSDA
2008
82views more  CSDA 2008»
14 years 10 months ago
Assessing influence in Gaussian long-memory models
A statistical methodology for detecting influential observations in long-memory models is proposed. The identification of these influential points is carried out by case-deletion ...
Wilfredo Palma, Pascal Bondon, José Tapia
CSDA
2006
61views more  CSDA 2006»
14 years 10 months ago
An atmosphere-ocean time series model of global climate change
Time series models of global climate change tend to estimate a low climate-sensitivity (equilibrium effect on global temperature of doubling carbon dioxide concentrations) and a f...
David I. Stern
CSDA
2006
66views more  CSDA 2006»
14 years 10 months ago
A dynamic model of expected bond returns: A functional gradient descent approach
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
Francesco Audrino, Giovanni Barone-Adesi
CSDA
2006
81views more  CSDA 2006»
14 years 10 months ago
Flexible temporal expression profile modelling using the Gaussian process
Time course gene expression experiments have proved valuable in a variety of biological studies [e.g., Chuang, Y., Chen, Y., Gadisetti, V., et al., 2002. Gene expression after tre...
Ming Yuan