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CSDA
2011
14 years 4 months ago
Approximate forward-backward algorithm for a switching linear Gaussian model
Motivated by the application of seismic inversion in the petroleum industry we consider a hidden Markov model with two hidden layers. The bottom layer is a Markov chain and given ...
Hugo Hammer, Håkon Tjelmeland
CSDA
2011
14 years 1 months ago
Error rates for multivariate outlier detection
Multivariate outlier identification requires the choice of reliable cut-off points for the robust distances that measure the discrepancy from the fit provided by high-breakdown...
Andrea Cerioli, Alessio Farcomeni
CSDA
2011
14 years 4 months ago
Inferences on Weibull parameters with conventional type-I censoring
In this article we consider the statistical inferences of the unknown parameters of a Weibull distribution when the data are Type-I censored. It is well known that the maximum lik...
Avijit Joarder, Hare Krishna, Debasis Kundu
CSDA
2011
14 years 4 months ago
Mapping electron density in the ionosphere: A principal component MCMC algorithm
The outer layers of the Earth’s atmosphere are known as the ionosphere, a plasma of free electrons and positively charged atomic ions. The electron density of the ionosphere var...
Eman Khorsheed, Merrilee Hurn, Christopher Jenniso...
CSDA
2011
14 years 4 months ago
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach
This paper proposes a new method of interval estimation for the long run response (or elasticity) parameter from a general linear dynamic model. We employ the biascorrected bootst...
Jae H. Kim, Iain Fraser, Rob J. Hyndman