Zobrazeno 1 - 10
of 11
pro vyhledávání: '"David G. T. Denison"'
Publikováno v:
Econometric Reviews. 26:419-437
This paper focuses on interest rate models with regime switching and extends previous nonlinear threshold models by relaxing the assumption of a fixed number of regimes. Instead we suggest automatic model determination through Bayesian inference via
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7de50c5314c0f309a73de3d150ba3a9a
https://doi.org/10.1080/07474930701220600
https://doi.org/10.1080/07474930701220600
Autor:
David G. T. Denison
Publikováno v:
Statistics and Computing. 11:171-178
Boosting is a new, powerful method for classification. It is an iterative procedure which successively classifies a weighted version of the sample, and then reweights this sample dependent on how successful the classification was. In this paper we re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::774a0b5c7f202fe77bdbb4af4bbb852d
https://doi.org/10.1023/a:1008931416845
https://doi.org/10.1023/a:1008931416845
Publikováno v:
Environmetrics. 12:499-515
We present a novel method for analysing spatial data when response data is given at a finite number of locations and the aim is to predict the response at a new location, where only a short run of data is available. This is the type of dataset that i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::53565b87233fea0babc664d992dddc3c
https://doi.org/10.1002/env.480
https://doi.org/10.1002/env.480
Publikováno v:
Journal of the Royal Statistical Society Series C: Applied Statistics. 48:427-439
SUMMARY We develop statistical testing methodology for closely spaced spectral lines based on multitaper spectrum estimates and apply it to a time series of solar magnetic field magnitude data recorded by the Ulysses spacecraft. The test is formulate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dfead608b5f9fd91ef9837ee1d1f4c2a
https://doi.org/10.1111/1467-9876.00163
https://doi.org/10.1111/1467-9876.00163
Autor:
David G. T. Denison, Andrew T. Walden
Publikováno v:
The Astrophysical Journal. 514:972-978
In 1995 Thomson, Maclennon, and Lanzerotti (TML) reported on work where they carried out a time-series analysis of energetic particle fluxes measured by Ulysses and Voyager 2 and concluded that solar g-mode oscillations had been detected. The approac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b6974e9255a759c0f87fb264b7df0278
https://doi.org/10.1086/306988
https://doi.org/10.1086/306988
Publikováno v:
Journal of Statistical Planning and Inference. 75:281-290
In this paper, we discuss two estimators of the spectral density, which are based on certain asymptotic representations of the periodogram of a stationary time series. These asymptotic representations lead to local linear models. The parameters of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c2098bc354c0b42d814fea1ec52f5d84
https://doi.org/10.1016/s0378-3758(98)00148-7
https://doi.org/10.1016/s0378-3758(98)00148-7
Publikováno v:
Journal of the Royal Statistical Society Series B: Statistical Methodology. 60:333-350
Summary A method of estimating a variety of curves by a sequence of piecewise polynomials is proposed, motivated by a Bayesian model and an appropriate summary of the resulting posterior distribution. A joint distribution is set up over both the numb
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f92a0aea870198977d7fe30a35b8960
https://doi.org/10.1111/1467-9868.00128
https://doi.org/10.1111/1467-9868.00128
Publikováno v:
Biometrika. 85:363-377
A stochastic search form of classification and regression tree (CART) analysis (Breiman et al., 1984) is proposed, motivated by a Bayesian model. An approximation to a probability distribution over the space of possible trees is explored using revers
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::269e6fe6ffd7187cd47324775db2e177
https://doi.org/10.1093/biomet/85.2.363
https://doi.org/10.1093/biomet/85.2.363
Publikováno v:
Statistics and Computing. 8:337-346
A Bayesian approach to multivariate adaptive regression spline (MARS) fitting (Friedman, 1991) is proposed. This takes the form of a probability distribution over the space of possible MARS models which is explored using reversible jump Markov chain
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::86789ce6ebba2bf40d10461b09d3d645
https://doi.org/10.1023/a:1008824606259
https://doi.org/10.1023/a:1008824606259
Publikováno v:
Biometrics. 55(4)
A Bayesian multivariate adaptive regression spline fitting approach is used to model univariate and multivariate survival data with censoring. The possible models contain the proportional hazards model as a subclass and automatically detect departure
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::43de26862a3f7f74a5bc7c2ddbf79ad9
https://pubmed.ncbi.nlm.nih.gov/11315050
https://pubmed.ncbi.nlm.nih.gov/11315050