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Article-Journal
Central limit theorems for directional and linear random variables with applications
A central limit theorem for the integrated squared error of the directional-linear kernel density estimator is established. The result …
Eduardo García-Portugués
,
R. M. Crujeiras
,
W. González-Manteiga
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DOI
Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
Many developments in Mathematics involve the computation of higher order derivatives of Gaussian density functions. The analysis of …
José E. Chacón
,
T. Duong
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DOI
High-dimensional tests for spherical location and spiked covariance
This paper mainly focuses on one of the most classical testing problems in directional statistics, namely the spherical location …
C. Ley
,
D. Paindaveine
,
Thomas Verdebout
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DOI
On some validity-robust tests for the homogeneity of concentrations on spheres
In this paper we tackle the problem of testing the homogeneity of concentrations for directional data. All the existing procedures for …
Thomas Verdebout
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DOI
The Mahalanobis distance for functional data with applications to classification
This article presents a new semidistance for functional observations that generalizes the Mahalanobis distance for multivariate …
Pedro Galeano
,
E. Joseph
,
R. E. Lillo
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DOI
A goodness-of-fit test for the functional linear model with scalar response
In this work, a goodness-of-fit test for the null hypothesis of a functional linear model with scalar response is proposed. The test is …
Eduardo García-Portugués
,
W. González-Manteiga
,
M. Febrero-Bande
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DOI
A new concept of quantiles for directional data and the angular Mahalanobis depth
In this paper, we introduce a new concept of quantiles and depth for directional (circular and spherical) data. In view of the …
C. Ley
,
C. Sabbah
,
Thomas Verdebout
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DOI
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
GARCH models are commonly used for describing, estimating and predicting the dynamics of financial returns. Here, we relax the usual …
M. C. Ausín
,
Pedro Galeano
,
P. Ghosh
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DOI
A test for directional-linear independence, with applications to wildfire orientation and size
The relation between wildfire orientation and size is analyzed by means of a nonparametric test for directional-linear independence. …
Eduardo García-Portugués
,
A. M. G. Barros
,
R. M. Crujeiras
,
W. González-Manteiga
,
J. Pereira
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DOI
Beran-based approach for single-index models under censoring
In this paperwe propose a newmethod for estimating parameters in a single-index model under censoring based on the Beran estimator for …
Ewa Strzalkowska-Kominiak
,
R. Cao
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DOI
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