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CSDA
2010
14 years 9 months ago
2010
An approximate rank revealing factorization problem with structure constraints on the normalized factors is considered. Examples of structure, motivated by an application in micro...
CSDA
2010
14 years 9 months ago
2010
Geometric quantiles are investigated using data collected from a complex survey. Geometric quantiles are an extension of univariate quantiles in a multivariate set-up that uses th...
CSDA
2010
14 years 9 months ago
2010
We introduce robust regression-based online filters for multivariate time series and discuss their performance in real time signal extraction settings. We focus on methods that ca...
CSDA
2010
14 years 9 months ago
2010
We consider mixtures of parametric densities on the positive reals with a normalized generalized gamma process (Brix, 1999) as mixing measure. This class of mixtures encompasses t...
CSDA
2010
14 years 9 months ago
2010
This paper analyses the use of factor analysis for instrumental variable estimation when the number of instruments tends to infinity. We consider cases where the unobserved factor...