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- 3Covariance
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A new distribution-free approach to constructing the confidence region for multiple parameters
Download2013
Construction of confidence intervals or regions is an important part of statistical inference. The usual approach to constructing a confidence interval for a single parameter or confidence region for two or more parameters requires that the distribution of estimated parameters is known or can be...
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Outer Products and Stochastic Approximation Algorithms in a Heavy-tailed and Long-range Dependent Setting
DownloadFall 2015
Classical time-series theories are mainly concerned with the statistical analysis of light-tailed and short-range dependent stationary linear processes. Applications in network theory and financial mathematics lead us to consider time series models with heavy tails and long memory. Heavy-tailed...
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