In recent years, several methods have been proposed to deal with functional data classification problems (e.g., one-dimensional curves or two- or three-dimensional images). One popular general approach is based on the kernel-based method, proposed by Ferraty and Vieu (Comput Stat Data Anal...

According to the Statistical Learning Theory, the support vectors represent the most informative data points and compress the information contained in training set. However, a basic problem in the standard support vector machine is that when the data is noisy, there exists no guaranteed scheme...

Length-biased data are encountered frequently due to prevalent cohort sampling in follow-up studies. Quantile regression provides great flexibility for assessing covariate effects on survival time, and is a useful alternative to Cox’s proportional hazards model and the accelerated failure time...

The hidden Markov model (HMM) has been widely used in regime classification and turning point detection for econometric series after the decisive paper by Hamilton (Econometrica 57(2):357–384, <CitationRef CitationID="CR16">1989</CitationRef>). The present paper will show that when using HMM to detect the turning point in cyclical...</citationref>

The non-parametric estimation of average causal effects in observational studies often relies on controlling for confounding covariates through smoothing regression methods such as kernel, splines or local polynomial regression. Such regression methods are tuned via smoothing parameters which...

Porter hypothesis states that environmental regulation may lead to win-win opportunities, that is, improve the productivity and reduce the undesirable output simultaneously. Based on directional distance function, this paper proposes a novel dynamic activity analysis model to forecast the...

The method of Sinkhorn balancing that starts with a non-negative square matrix and iterates to produce a related doubly stochastic matrix has been used with some success to estimate the values of the permanent in some cases of physical interest. However, it is often claimed that Sinkhorn...

Single moments of order statistics from the modified Makeham distribution (MMD) are derived, an identity about the single moments of order statistics is given, and the specific expected value and variance of the single moments of order statistics from the MMD are calculated. In this study, the...

Even though a number of regression techniques have been proposed over the years to handle a large number of regressors, due to the complex nature of data emerging from recent high-throughput experiments, it is unlikely that any single technique will be successful in modeling all data types....

This paper presents different recursive formulas for computing the marginals and the normalizing constant of a Gibbs distribution <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\pi $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi mathvariant="italic">π</mi> </math> </EquationSource> </InlineEquation>. The common thread is the use of the underlying Markov properties of such processes. The procedures are illustrated with several examples,...</equationsource></equationsource></inlineequation>