Zobrazeno 1 - 10
of 9 157
pro vyhledávání: '"A A Lopera"'
Autor:
Perez-Ramirez, Fredy O., Caro-Lopera, Francisco J., Diaz-Garcia, Jose A., Gonzalez-Farias, Graciela
The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the expected reality of dependence between errors, transfers the increasingly
Externí odkaz:
http://arxiv.org/abs/2411.00525
This work studies the distribution of the nonsymmetric matrix $\mathbf{E}^{-1}\mathbf{H}$. This random product is of fundamental interest under the general multivariate linear hypothesis setting. Specifically when $\mathbf{H}$ and $\mathbf{E}$ are se
Externí odkaz:
http://arxiv.org/abs/2410.18310
In this paper we provide a matrix extension of the scalar binomial series under elliptical contoured models and real normed division algebras. The classical hypergeometric series ${}_{1}F_{0}^{\beta}(a;\mathbf{Z})={}_{1}^{k}P_{0}^{\beta,1}(1:a;\mathb
Externí odkaz:
http://arxiv.org/abs/2410.04023
The distribution functions of the matricvariate beta type I and II distributions are studied under real normed division algebras. The unified approach for real, complex, quaternions and octonions, also considers general properties and highlights the
Externí odkaz:
http://arxiv.org/abs/2409.17309
Recently the termed \emph{multimatrix variate distributions} were proposed in \citet{dgcl:24a} as an alternative for univariate and vector variate copulas. The distributions are based on sample probabilistic dependent elliptically countered models an
Externí odkaz:
http://arxiv.org/abs/2408.02059
We generalize the additive constrained Gaussian process framework to handle interactions between input variables while enforcing monotonicity constraints everywhere on the input space. The block-additive structure of the model is particularly suitabl
Externí odkaz:
http://arxiv.org/abs/2407.13402
This paper establishes error bounds for the convergence of a piecewise linear approximation of the constrained optimal smoothing problem posed in a reproducing kernel Hilbert space (RKHS). This problem can be reformulated as a Bayesian estimation pro
Externí odkaz:
http://arxiv.org/abs/2407.09040
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about random ma
Externí odkaz:
http://arxiv.org/abs/2405.06905
A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new perspectives for
Externí odkaz:
http://arxiv.org/abs/2405.02498
Asymptotic analysis for covariance parameter estimation of Gaussian processes with functional inputs
We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend these theor
Externí odkaz:
http://arxiv.org/abs/2404.17222