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Small area estimation of average compositions under multivariate nested error regression models
(Springer Science and Business Media Deutschland GmbH, 2023)
[Abstract]: This paper investigates the small area estimation of population averages of unit-level compositional data. The new methodology transforms the compositions into vectors of Rm and assumes that the vectors follow ...
Local Correlation Integral Approach for Anomaly Detection Using Functional Data
(MDPI, 2023-02-06)
[Abstract]: The present work develops a methodology for the detection of outliers in functional data, taking into account both their shape and magnitude. Specifically, the multivariate method of anomaly detection called ...
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 ...
Hard and soft clustering of categorical time series based on two novel distances with an application to biological sequences
(Elsevier, 2023)
[Abstract]: Two novel distances between categorical time series are introduced. Both of them measure discrepancies between extracted features describing the underlying serial dependence patterns. One distance is based on ...
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 ...
Machine learning for multivariate time series with the R package mlmts
(Elsevier B.V., 2023-06)
[Abstract]: Time series data are ubiquitous nowadays. Whereas most of the literature on the topic deals with univariate time series, multivariate time series have typically received much less attention. However, the ...
Application of residuals from purification of bivalve molluscs in Galician to facilitate marine ecosystem resiliency through artificial reefs with shells – One generation
(Elsevier, 2023-01-15)
[Abstract] The seas and oceans of the planet provide a wide range of essential resources. However, marine ecosystems are undergoing severe degradation due to the unsustainable exploitation and consumption patterns of the ...