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CSDA
2010
14 years 9 months 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...
CSDA
2010
14 years 9 months 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
14 years 9 months 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...
CSDA
2010
14 years 8 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...
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CSDA
2010
14 years 9 months 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...