Threshold selection for extremal index estimation. (English) Zbl 07919206
MSC:
62G32
Found 730 Documents (Results 1–100)
An adaptive method for bandwidth selection in circular kernel density estimation. (English) Zbl 07904599
MSC:
62-08
Logistic regression models for elastic shape of curves based on tangent representations. (English) Zbl 07889412
MSC:
62-XX
Fitting copulas in the case of missing data. (English) Zbl 07889373
MSC:
62-XX
A copula-based portrayal of the collider bias. (English) Zbl 07888854
MSC:
62-XX
Variational Bayes for fast and accurate empirical likelihood inference. (English) Zbl 07877144
MSC:
62-XX
Adaptive tests for ANOVA in Fisher-von Mises-Langevin populations under heteroscedasticity. (English) Zbl 07876385
MSC:
62-08
Densities estimation for bivariate circular data under Jones-Pewsey circular kernel. (English) Zbl 07866769
Efficient Bayesian estimation and use of cut posterior in semiparametric hidden Markov models. (English) Zbl 07855843
MSC:
62-XX
Estimating the concentration parameter of a von Mises distribution: a systematic simulation benchmark. (English) Zbl 07854480
MSC:
62-XX
Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction. (English) Zbl 07846696
MSC:
62-XX
High-dimensional properties for empirical priors in linear regression with unknown error variance. (English) Zbl 07840076
MSC:
62-XX
Modelling circular time series. (English) Zbl 07813986
Specification tests for GARCH processes with nuisance parameters on the boundary. (English) Zbl 1531.62118
Clustering circular data via finite mixtures of von Mises distributions and an application to data on wind directions. (English) Zbl 07812677
An alternative procedure for testing equality of treatment effects under circular responses. (English) Zbl 1534.62017
Bernstein-von Mises theorem and misspecified models: a review. (English) Zbl 07822574
Belomestny, Denis (ed.) et al., Foundations of modern statistics. Festschrift in honor of Vladimir Spokoiny. Selected contributions based on the presentations at the international conference, Berlin, Germany, November 6–8, 2019 and Moscow, Russia, November 30, 2019. Cham: Springer. Springer Proc. Math. Stat. 425, 355-380 (2023).
MSC:
62-XX
A weighted independence test based on smooth estimation of Kendall distribution. (English) Zbl 07792806
MSC:
62-XX
Fast approximations of pseudo-observations in the context of right censoring and interval censoring. (English) Zbl 1528.62058
MSC:
62P10
Dynamics of a spatially homogeneous Vicsek model for oriented particles on a plane. (English) Zbl 1522.35508
Penalized maximum likelihood estimator for mixture of von Mises-Fisher distributions. (English) Zbl 07730138
MSC:
62-XX
General tests of conditional independence based on empirical processes indexed by functions. (English) Zbl 1522.60043
Reviewer: Ivan Podvigin (Novosibirsk)
Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval. (English) Zbl 07714129
MSC:
62-XX
Bayesian non-linear statistical inverse problems. (English) Zbl 1532.62010
Zurich Lectures in Advanced Mathematics. Berlin: European Mathematical Society (EMS) (ISBN 978-3-98547-053-2/pbk; 978-3-98547-553-7/ebook). xi, 158 p. (2023).
Reviewer: Jonas Latz (Manchester)
Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates. (English) Zbl 1543.62184
MSC:
62-08
On the circular correlation coefficients for bivariate von Mises distributions on a torus. (English) Zbl 07697729
MSC:
62-XX
Asymptotic properties of Bayesian inference in linear regression with a structural break. (English) Zbl 07693704
The design of generalized likelihood ratio control chart for monitoring the von Mises distributed data. (English) Zbl 1524.62602
MSC:
62P30
Best approach direction for spherical random variables. (English. French summary) Zbl 07759494
MSC:
62-XX
Bayesian analysis of coupled cellular and nuclear trajectories for cell migration. (English) Zbl 1520.62152
MSC:
62P10
Universal approximation on the hypersphere. (English) Zbl 07633427
MSC:
62-XX
Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data. (English) Zbl 07632295
A new class of multivariate goodness of fit tests for multivariate normal mixtures. (English) Zbl 07632227
MSC:
62-XX
Oblique decision tree induction by cross-entropy optimization based on the von Mises-Fisher distribution. (English) Zbl 1505.62073
Statistical modeling of directional data using a robust hierarchical von Mises distribution model: perspectives for wind energy. (English) Zbl 1505.62063
Estimating a mixing distribution on the sphere using predictive recursion. (English) Zbl 07610358
MSC:
62-XX
Testing marginal homogeneity in Hilbert spaces with applications to stock market returns. (English) Zbl 1496.62079
A von Mises-Fisher mixture model for clustering numerical and categorical variables. (English) Zbl 07597423
MSC:
62H11
Asymptotic posterior normality of multivariate latent traits in an IRT model. (English) Zbl 1497.62304
MSC:
62P15
The computational asymptotics of Gaussian variational inference and the Laplace approximation. (English) Zbl 1495.62015
Nonparametric multiplicative bias correction for von Mises kernel circular density estimator. (English) Zbl 1524.62159
A comparison of different parameter estimation methods for exponentially modified Gaussian distribution. (English) Zbl 1487.62019
Trimmed estimator for circular-circular regression: breakdown properties and an exact algorithm for computation. (English) Zbl 1493.62288
Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics. (English) Zbl 1484.62012
cvmgof: an R package for Cramér-von Mises goodness-of-fit tests in regression models. (English) Zbl 07498034
MSC:
62-XX
A new discrete distribution: properties, characterizations, modeling real count data, Bayesian and non-Bayesian estimations. (English) Zbl 07690417
MSC:
62-XX
Bernstein-von Mises theorem and Bayes estimation from single server queues. (English) Zbl 07532121
MSC:
62-XX
Multimodal exponential families of circular distributions with application to daily peak hours of PM2.5 level in a large city. (English) Zbl 1521.62372
MSC:
62-XX
The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond. (English) Zbl 1493.62290
Posterior analysis of \(n\) in the binomial \((n,p)\) problem with both parameters unknown – with applications to quantitative nanoscopy. (English) Zbl 1486.62088
Clustering on the torus. (English) Zbl 1477.62026
An optimal response-adaptive design for multi-treatment clinical trials with circular responses. (English) Zbl 1470.92153
Laha, Arnab Kumar (ed.), Applied advanced analytics. Selected papers based on the presentations of the sixth IIMA international conference on advanced data analysis, business analytics and intelligence, Indian Institute of Management Ahmedabad (IIMA), Ahmedabad, India, April 6–7, 2019. Singapore: Springer. Springer Proc. Bus. Econ., 147-156 (2021).
Geodesic projection of the von Mises-Fisher distribution for projection pursuit of directional data. (English) Zbl 1471.62366
Properties and applications of a new member of the T-X family of distributions. (English) Zbl 1470.62146
Testing heteroskedasticity for predictive regressions with nonstationary regressors. (English) Zbl 1462.62339
The 8-parameter Fisher-Bingham distribution on the sphere. (English) Zbl 1505.62434
Comput. Stat. 36, No. 1, 409-420 (2021); correction ibid. 36, No. 1, 421 (2021).
Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise. (English) Zbl 1459.62203
Reviewer: Apostolos Batsidis (Ioannina)
Estimating densities with non-linear support by using Fisher-Gaussian kernels. (English) Zbl 07554791
MSC:
62-XX
Goodness of fit test using Lin-Wong divergence based on type-I censored data. (English) Zbl 07552810
MSC:
62-XX
On the almost sure convergence for sums of negatively superadditive dependent random vectors in Hilbert spaces and its application. (English) Zbl 1511.60056
Classical methods of estimation on constant stress accelerated life tests under exponentiated Lindley distribution. (English) Zbl 1521.62296
MSC:
62-XX
Bayesian inference for mixtures of von Mises distributions using reversible jump MCMC sampler. (English) Zbl 07480177
Properties and approximate \(p\)-value calculation of the Cramer test. (English) Zbl 07480146
MSC:
62-XX
The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities. (English) Zbl 1465.62031
Universal and efficient tests for homogeneity of mean directions of circular populations. (English) Zbl 1464.62273
Goodness-of-fit test for a parametric survival function with cure fraction. (English) Zbl 1458.62216
Orientation relationship in finite dimensional space. (English) Zbl 1459.62237
Reviewer: Rózsa Horváth-Bokor (Budakalász)
The \(L_q\)-norm learning for ultrahigh-dimensional survival data: an integrative framework. (English) Zbl 1453.62688
Empirical priors and coverage of posterior credible sets in a sparse normal mean model. (English) Zbl 1451.62017
Some properties of a Cauchy family on the sphere derived from the Möbius transformations. (English) Zbl 1455.60032
Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors. (English) Zbl 1448.91261
Parameter estimation of some Archimedean copulas based on minimum Cramér-von-Mises distance. (English) Zbl 1445.62109
On the optimality of the max-depth and max-rank classifiers for spherical data. (English) Zbl 07217114
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