Article-Journal

On the existence and limit behavior of the optimal bandwidth for kernel density estimation
We prove, under mild conditions, the existence of a minimizer of the exact mean integrated square error of a kernel density estimator …
Cite
On the use of Bayes factor in frequentist testing of a precise hypothesis
This article deals with Bayes factors as useful Bayesian tools in frequentist testing of a precise hypothesis. A result and several …
Cite DOI
Stability under products of sufficient, minimal sufficient and complete $σ$-fields in the Bayesian case
In this paper, we present some Bayesian results about the stability under products of the concepts of sufficiency, minimal sufficiency …
Cite DOI
The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
The problem of estimation of the rate parameter of a Poisson process when the rate is piecewise constant with unknown number of pieces …
Cite DOI
A note on minimal sufficiency
This paper shows that the classes of sufficient and minimal sufficient $\sigma$-fields are closed under products. The results are used …
Cite
Outlier detection in multivariate time series by projection pursuit
In this article we use projection pursuit methods to develop a procedure for detecting outliers in a multivariate time series. We show …
Cite DOI
A note on prediction and interpolation errors in time series
In this note, we analyze the relationship between one-step ahead prediction errors and interpolation errors in time series. We obtain …
Cite DOI
On the $L_1$-consistency of wavelet density estimates
The authors analyze the $L_1$ performance of wavelet density estimators. They prove that under mild conditions on the family of …
Cite DOI
Two statistical experiments for bootstrapping
The main purpose of this paper is to present two statistical experiments corresponding to the (empirical) bootstrap method, one for …
Cite URL
Multivariate analysis in vector time series
This paper reviews the applications of classical multivariate techniques for discrimination, clustering and dimension reduction for …
PDF Cite