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A Residual Based Multiple Testing Procedure for Variance Changepoints
Multiple testing Admissibility Multiple change points Variance change
2016/1/19
In this paper, we approach the variance changepoints detection problem from a multiple testing setting. After proving that the standard Step-Up and Step-Down procedures are inadmissible for the standa...
Covariance inflation in the ensemble Kalman filter: a residual nudging perspective and some implications
Covariance inflation ensemble Kalman filter residual nudging perspective some implications
2013/6/17
This note examines the influence of covariance inflation on the distance between the measured observation and the simulated (or predicted) observation with respect to the state estimate. In order for ...
Efficient particle filtering through residual nudging
Efficient particle filtering residual nudging
2013/5/2
We introduce an auxiliary technique, called residual nudging, to the particle filter to enhance its performance in cases that it performs poorly. The main idea of residual nudging is to monitor, and i...
Residual variance and the signal-to-noise ratio in high-dimensional linear models
Asymptoticnormality,high-dimensionaldataanalysis Poincar!a inequality randommatrices residualvariance signal-to-noiseratio
2012/11/21
Residual variance and the signal-to-noise ratio are important quantities in many statistical models and model fitting procedures. They play an important role in regression diagnostics, in determining ...
Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelih...
Bivariate Characterized Model Based on Mean Residual Life Properties
bivariate distribution characterized model failure rates hazard function survival function
2009/3/10
This paper uses the concept of characterized model for bivariate extensions of univariate life distributions based on mean residual life properties. Different bivariate distributions can be generated ...
Two Sides of the Same Coin: U.S. “Residual” Inequality and the Gender Gap
Two Sides Same Coin Inequality Gender Gap
2016/3/7
We show that the narrowing gender gap and the growth in earnings inequality are consistent with a simple model in which skills are heterogeneous, and the growth in skill prices has been particularly s...
On Weighted Residual and Past Entropies
Life distributions entropy residual lifetime past lifetime
2010/4/27
We consider a “length-biased” shift-dependent information measure, related to the
differential entropy in which higher weight is assigned to large values of observed random
variables. This allows us...