Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Tatyana Krivobokova"'
Publikováno v:
Journal of the American Statistical Association. :1-12
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
Autor:
Daniel Platero-Rochart, Tatyana Krivobokova, Michael Gastegger, Gilbert Reibnegger, Pedro Alejandro Sánchez-Murcia
The prediction of enzyme activity in a general extend is maybe one of the main challenges nowadays in catalysis. Computer-assisted methods have been proven to be able to simulate the reaction mechanism at the atomic level of detail. However, these me
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fdd4f533d758ffb255e3da143e872337
https://doi.org/10.26434/chemrxiv-2023-v0rj6
https://doi.org/10.26434/chemrxiv-2023-v0rj6
Publikováno v:
Krivobokova, T, Serra, P, Rosales, F & Klockmann, K 2022, ' Joint non-parametric estimation of mean and auto-covariances for Gaussian processes ', Computational Statistics and Data Analysis, vol. 173, 107519, pp. 1-17 . https://doi.org/10.1016/j.csda.2022.107519
Computational Statistics and Data Analysis, 173:107519, 1-17. Elsevier
Computational Statistics and Data Analysis, 173:107519, 1-17. Elsevier
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::457cc655bddb5112130eb5b549d35cd8
https://hdl.handle.net/1871.1/3f9dfd9f-b361-4850-a256-d67d7ff12bb6
https://hdl.handle.net/1871.1/3f9dfd9f-b361-4850-a256-d67d7ff12bb6
Publikováno v:
University of Vienna-u:cris
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87175d464118eae449486651e28586b5
http://arxiv.org/abs/1903.02517
http://arxiv.org/abs/1903.02517
Publikováno v:
Electron. J. Statist. 13, no. 2 (2019), 4391-4415
Ratios of medians or other suitable quantiles of two distributions are 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. Ins
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cf15361d4a89b372a0fb1547cede5da4
http://resolver.sub.uni-goettingen.de/purl?gs-1/17153
http://resolver.sub.uni-goettingen.de/purl?gs-1/17153
Publikováno v:
University of Vienna-u:cris
Biometrika
Biometrika
The partial least squares algorithm for dependent data realisations is considered. Consequences of ignoring the dependence for the algorithm performance are studied both theoretically and in simulations. It is shown that ignoring certain non-stationa
Autor:
Stephan Klasen, Rahul Lahoti, Syamsul Hidayat Pasaribu, Manuel Wiesenfarth, Tatyana Krivobokova, Friederike Greb
Publikováno v:
University of Vienna-u:cris
We critically review conceptual and empirical issues surrounding the derivation of the international poverty line, expressed in PPP-adjusted dollars and linked to various rounds of the International Comparison Program (ICP). We find that there are so
Publikováno v:
University of Vienna-u:cris
We consider the kernel partial least squares algorithm for non-parametric regression with stationary dependent data. Probabilistic convergence rates of the kernel partial least squares estimator to the true regression function are established under a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6ae4e0f642e359e20f978d86160d100c
http://arxiv.org/abs/1706.03559
http://arxiv.org/abs/1706.03559
Autor:
Tatyana Krivobokova, Paulo Serra
Publikováno v:
Bayesian Anal. 12, no. 1 (2017), 219-238
Bayesian Analysis, 12(1), 219-238. Carnegie Mellon University
Bayesian Analysis, 12(1), 219-238. Carnegie Mellon University
In this paper we develop and study adaptive empirical Bayesian smoothing splines. These are smoothing splines with both smoothing parameter and penalty order determined via the empirical Bayes method from the marginal likelihood of the model. The sel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08ba607c554851c209a5005d16502990
http://projecteuclid.org/euclid.ba/1457383100
http://projecteuclid.org/euclid.ba/1457383100
Publikováno v:
University of Vienna-u:cris
American Journal of Agricultural Economics
American Journal of Agricultural Economics
The threshold vector error correction model is a popular tool for the analysis of spatial price transmission and market integration. In the literature, the profi le likelihood estimator is the preferred choice for estimating this model. Yet, in certa