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105
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CSDA
2010
15 years 20 days ago
2010
Robust estimators of the prediction error of a linear model are proposed. The estimators are based on the resampling techniques cross-validation and bootstrap. The robustness of t...
100
Voted
CSDA
2010
15 years 20 days ago
2010
Abstract: Fusion of information from graph features and content can provide superior inference for an anomaly detection task, compared to the corresponding content-only or graph fe...
CSDA
2010
15 years 20 days ago
2010
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
106
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CSDA
2010
14 years 11 months ago
2010
The goal of this work is to study the asymptotic and finite sample properties of an estimator of a nonlinear regression function when errors are spatially correlated, and when the...
102
Voted
CSDA
2010
15 years 20 days ago
2010
Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementat...