Zobrazeno 1 - 10
of 124
pro vyhledávání: '"Krivobokova, Tatyana"'
The classical latent factor model for linear regression is extended by assuming that, up to an unknown orthogonal transformation, the features consist of subsets that are relevant and irrelevant for the response. Furthermore, a joint low-dimensionali
Externí odkaz:
http://arxiv.org/abs/2307.08377
We present an approximate expression for the covariance of the log-average periodogram for a zero mean stationary Gaussian process. Our findings extend the work of Ephraim and Roberts (2005) on the covariance of the log-periodogram by additionally ta
Externí odkaz:
http://arxiv.org/abs/2306.10920
A new nonparametric estimator for Toeplitz covariance matrices is proposed. This estimator is based on a data transformation that translates the problem of Toeplitz covariance matrix estimation to the problem of mean estimation in an approximate Gaus
Externí odkaz:
http://arxiv.org/abs/2303.10018
Publikováno v:
Journal of Multivariate Analysis 198 (2023), 105230
Linear mixed models (LMMs) are suitable for clustered data and are common in biometrics, medicine, survey statistics and many other fields. In those applications, it is essential to carry out valid inference after selecting a subset of the available
Externí odkaz:
http://arxiv.org/abs/2204.03887
Publikováno v:
In Journal of Multivariate Analysis November 2023 198
Threshold selection plays a key role for various aspects of statistical inference of rare events. Most classical approaches tackling this problem for heavy-tailed distributions crucially depend on tuning parameters or critical values to be chosen by
Externí odkaz:
http://arxiv.org/abs/1903.02517
In spite of its high practical relevance, cluster specific multiple inference for linear mixed model predictors has hardly been addressed so far. While marginal inference for population parameters is well understood, conditional inference for the clu
Externí odkaz:
http://arxiv.org/abs/1812.09250
Gaussian processes that can be decomposed into a smooth mean function and a stationary autocorrelated noise process are considered and a fully automatic nonparametric method to simultaneous estimation of mean and auto-covariance functions of such pro
Externí odkaz:
http://arxiv.org/abs/1812.06948
Ratio of medians or other suitable quantiles of two distributions is widely used in medical research to compare treatment and control groups or in economics to compare various economic variables when repeated cross-sectional data are available. Inspi
Externí odkaz:
http://arxiv.org/abs/1710.09009
Publikováno v:
In Computational Statistics and Data Analysis September 2022 173