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MA
2010
Springer
80views Communications» more  MA 2010»
13 years 6 months ago
A two-sample test for comparison of long memory parameters
Frédéric Lavancier, Anne Philippe, D...
MA
2010
Springer
123views Communications» more  MA 2010»
13 years 6 months ago
On the simplified pair-copula construction - Simply useful or too simplistic?
Ingrid Hobæk Haff, Kjersti Aas, Arnoldo Frig...
MA
2010
Springer
93views Communications» more  MA 2010»
13 years 6 months ago
Robustness of reweighted Least Squares Kernel Based Regression
Michiel Debruyne, Andreas Christmann, Mia Hubert, ...
MA
2010
Springer
150views Communications» more  MA 2010»
13 years 6 months ago
Cokriging for spatial functional data
This work proposes to generalize the method of cokriging when data are spatially sampled curves. A spatial functional linear model is constructed including spatial dependencies be...
David Nerini, Pascal Monestiez, Claude Manté...
MA
2010
Springer
85views Communications» more  MA 2010»
13 years 6 months ago
Tail dependence functions and vine copulas
Tail dependence and conditional tail dependence functions describe, respectively, the tail probabilities and conditional tail probabilities of a copula at various relative scales....
Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos
MA
2010
Springer
153views Communications» more  MA 2010»
13 years 10 months ago
Testing quasi-independence for truncation data
Quasi-independence is a common assumption for analyzing truncated data. To verify this condition, we consider a class of weighted log-rank type statistics that include existing te...
Takeshi Emura, Weijing Wang
MA
2010
Springer
147views Communications» more  MA 2010»
13 years 10 months ago
On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2)
For estimating parameters in an unstable AR(2) model, the paper proposes a sequential least squares estimate with a special stopping time defined by the trace of the observed Fis...
Leonid Galtchouk, Victor Konev
MA
2010
Springer
140views Communications» more  MA 2010»
13 years 10 months ago
On the limiting spectral distribution of the covariance matrices of time-lagged processes
We consider two continuous-time Gaussian processes, one being partially correlated to a time-lagged version of the other. We first give the limiting spectral distribution for the ...
Christian Y. Robert, Mathieu Rosenbaum
MA
2010
Springer
96views Communications» more  MA 2010»
13 years 10 months ago
Testing the stability of the functional autoregressive process
Lajos Horváth, Marie Husková, Piotr ...
MA
2010
Springer
135views Communications» more  MA 2010»
13 years 10 months ago
Nonparametric comparison of regression functions
In this work we provide a new methodology for comparing regression functions m1 and m2 from two samples. Since apart from smoothness no other (parametric) assumptions are required...
Ramidha Srihera, Winfried Stute