publisher of
- Bayesian estimation of a Dynamic Conditional Correlation model with multivariate Skew-Slash innovations 2014
- A projection method for multiobjective multiclass SVM 2014
- Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix 2014
- Independent components techniques based on kurtosis for functional data analysis 2014
- The pairwise approach to model a large set of disaggregates with common trends 2014
- Recombining partitions from multivariate data: a clustering method on Bayes factors 2014
- Selecting and combining experts from survey forecasts 2014
- Outliers in multivariate Garch Models 2014
- The uncertainty of conditional returns, volatilities and correlations in DCC models 2014
- Homogeneity test for functional data based on depth measures 2014
- Recombining partitions via unimodality tests 2013
- Seasonal modulation mixed models for time series forecasting 2012
- More is not always better : back to the Kalman filter in dynamic factor models 2012
- Pyramidal values 2012
- Forecasting aggregates and disaggregates with common features 2012
- A vector of Dirichlet processes 2012
- A p-median problem with distance selection 2012
- Portfolio selection through and extremality stochastic order 2012
- Bayesian modelling of bacterial growth for multiple populations 2012
- Closed queueing networks under congestion: non-bottleneck independence and bottleneck convergence 2012
- Modeling financial time series with the skew slash distribution 2012
- National minimum wage and labour market outcomes of young workers 2012
- Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 2012
- On the identifiability of the two-state BMAP 2012
- Spatial depth-based classification for functional data 2012
- Sensor scheduling for hunting elusive hiding targets: a restless bandit index policy 2012
- Comparisons among spacings from two populations 2012
- Discriminant analysis of multivariate time series using wavelets 2012
- Asymmetric long-run effects in the oil industry 2012
- A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime 2011
- Combining benchmarking and chain-linking for short-term regional forecasting 2011
- Robust Henderson III estimators of variance components in the nested error model 2011
- Hypothesis testing in a generic nesting framework with general population distributions 2011
- Profile identification via weighted related metric scaling : an application to dependent Spanish children 2011
- Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view 2011
- Bootstrap forecast of multivariate VAR models without using the backward representation 2011
- Equilibrium strategies in a tandem queue under various levels of information 2011
- A Bayesian model for longitudinal circular data 2011
- Beta-product Poisson-Dirichlet Processes 2011
- Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems 2011
- Forecasting volatility: does continuous time do better than discrete time? 2011
- Free completely random measures 2011
- Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence 2011
- Limiting behavior of the search cost distribution for the move-to-front rule in the stable case 2011
- The international stock pollutant control: a stochastic formulation with transfers 2011
- Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica 2011
- Handwritten digit classification 2011
- Calibration of shrinkage estimators for portfolio optimization 2011
- A vehicle routing model with split delivery and stop nodes 2011
- Non-parametric methods for circular-circular and circular-linear 2011
- On stochastic properties between some ordered random variables 2011
- Two-sided reflected Markov-modulated Brownian motion with applications to fluid queues and dividend payouts 2011
- A basic goodness-of-fit process for VARMA (p,q) models 2011
- Interacting multiple -- Try algorithms with different proposal distributions 2011
- Interacting multiple-try algorithms with different proposal distributions 2011
- Change point for multinomial data using phi-divergence test statistics 2011