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Tail dimension reduction for extreme quantile estimation
In a regression context where a response variable Y ∈ ℝ is recorded with a covariate X ∈ ℝ p , two situations can occur simultaneously: (a) we are...
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The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data
High-dimensional data arises in many important scientific fields. The analysis of high-dimensional data poses great challenges to statisticians. In...
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Perché studiare i social media
Per capire cosa intendiamo per social media, per differenziarli al loro interno e, di conseguenza, per identificare quella particolare sotto-classe... -
Modeling and Forecasting Realized Range Volatility
In this chapter, we estimate, model, and forecast Realized Range Volatility, a realized measure and estimator of the quadratic variation of financial... -
Comparison of alignment free string distances for complete genome phylogeny
In this paper, we compare the accuracy of four string distances on complete genomes to reconstruct phylogenies using simulated and real biological...
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On Exponential Representations of Log-Spacings of Extreme Order Statistics
In Beirlant et al. (1999) and Feuerverger and Hall (1999) an exponential regression model (ERM) was introduced on the basis of scaled log-spacings...
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Rates of Convergence and Approximations to the Distribution of the Maximum of Chain-Dependent Sequences
In this paper we propose two methods for approximating the distribution of the maximum for a chain-dependent process. For these methods we...
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Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology*
In this paper, and in a context of regularly varying tails, we propose different alternatives to a well-known estimator of the tail index—the Hill...
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Regression, Transfer Function and Noise Models
Polynomial and seasonal models provide two basic and very widely used classes of DLMs, both, of course, TSDLMs. A third important class is that based... -
Additional Topics
This chapter concerns three topics:...