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The bootstrap for testing the equality of two multivariate time series with an application to financial markets
(Elsevier, 2022)
[Abstract]: The problem of testing the equality of the generating processes of two multivariate time series is addressed in this work. To this aim, we construct four tests based on a distance measure between stochastic ...
Bandwidth selection for statistical matching and prediction
(Springer, 2022)
[Abstract]: While there exist many bandwidth selectors for estimation, bandwidth selection for statistical matching and prediction has hardly been studied so far. We introduce a computationally attractive selector for ...
Simultaneous inference for linear mixed model parameters with an application to small area estimation
(John Wiley & Sons, 2022)
[Abstract]: Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. ...
Bootstrap Bandwidth Selection and Confidence Regions for Double Smoothed Default Probability Estimation
(MDPI, 2022)
[Abstract] For a fixed time, t, and a horizon time, b, the probability of default (PD) measures the probability that an obligor, that has paid his/her credit until time t, runs into arrears not later that time t+b. This ...
Two-stage optimization methods to solve the DNA-sample allocation problem
(MDPI, 2022-11)
[Abstract]: This paper deals with new methods capable of solving the optimization problem concerning the allocation of DNA samples in plates in order to carry out the DNA sequencing with the Sanger technique. These methods ...
Empirical best prediction of small area bivariate parameters
(Wiley-Blackwell Publishing Ltd, 2022)
[Abstract]: This paper introduces empirical best predictors of small area bivariate parameters, like ratios of sums or sums of ratios, by assuming that the target unit-level vector follows a bivariate nested error regression ...
Quantile-based fuzzy C-means clustering of multivariate time series: Robust techniques
(Elsevier, 2022-11)
[Abstract]: Robust fuzzy clustering of multivariate time series is addressed when the clustering purpose is grouping together series generated from similar stochastic processes. Robustness to the presence of anomalous ...
Computational advances in polynomial optimization: RAPOSa, a freely available global solver
(Springer Netherlands, 2022-09)
[Abstract]: In this paper we introduce RAPOSa, a global optimization solver specifically designed for (continuous) polynomial programming problems with box-constrained variables. Written entirely in C++, RAPOSa is based ...
Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator
(MDPI, 2021)
[Abstract] This work proposes a resampling technique to approximate the smoothing parameter of Beran’s estimator. It is based on resampling by the smoothed bootstrap and minimising the bootstrap approximation of the mean ...
Installing Green Artificial Reefs: A Sustainable Challenge
(European Association for the Development of Renewable Energies, Environment and Power Quality (EA4EPQ),, 2021-09)
[Abstract] Green Artificial Reefs (GARs) are marine structures
to exploit sea resources in a sustainable way (produce food
resources, improve the tourism, etc.). They should be installed on
the seabed, process that is ...