Related papers: Testing Multivariate Scatter Parameter in Elliptic…

The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software…

The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…

We consider the problem of testing the stationarity and isotropy of a spatial point pattern based on the concept of local spectra. Using a logarithmic transformation, the mechanism of the proposed test is approximately identical to a simple…

We propose an online algorithm for tracking a multidimensional time-varying parameter of a time series, which is also allowed to be a predictable process with respect to the underlying time series. The algorithm is driven by a gain…

Multivariate elliptically-contoured distributions are widely used for modeling correlated and non-Gaussian data. In this work, we study the kurtosis of the elliptical model, which is an important parameter in many statistical analysis.…

For simulation models of pedestrian dynamics there are always the issues of calibration and validation. These are usually done by comparing measured properties of the dynamics found in observation, experiments and simulation in certain…

We study modeling and inference with the Elliptical Gamma Distribution (EGD). We consider maximum likelihood (ML) estimation for EGD scatter matrices, a task for which we develop new fixed-point algorithms. Our algorithms are efficient and…

Large-scale multiple testing under static factor models is widely used to detect sparse signals in high-dimensional data. However, static factor models are arguably too stringent because they ignore serial correlation, which seriously…

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…

Indentation test is used with growing popularity for the characterization of various materials on different scales. Developed methods are combining the test with computer simulation and inverse analyses to assess material parameters…

We propose elliptical graphical models based on conditional uncorrelatedness as a general- ization of Gaussian graphical models by letting the population distribution be elliptical instead of normal, allowing the fitting of data with…

Highly robust and efficient estimators for the generalized linear model with a dispersion parameter are proposed. The estimators are based on three steps. In the first step the maximum rank correlation estimator is used to consistently…

In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a Kolmogorov-Smirnov type statistic, which…

Modeling and understanding multivariate extreme events is challenging, but of great importance in various applications - e.g. in biostatistics, climatology, and finance. The separating Hill estimator can be used in estimating the extreme…

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate…

This article proposes the application of various alternative definitions of the multivariate coefficient of variation parameter in two domains: radar polarimetric time series and dynamic polarimetric speckle. In the first case, the focus is…

Modified scattering phenomena are encountered in the study of global properties for nonlinear dispersive partial differential equations in situations where the decay of solutions at infinity is borderline and scattering fails just barely.…

Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…

Factor analysis has been extensively used to reveal the dependence structures among multivariate variables, offering valuable insight in various fields. However, it cannot incorporate the spatial heterogeneity that is typically present in…