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A definition of the ordering of a multivariate sample--based on the isobar surfaces--is used in order to obtain limit laws for the extreme values of a multidimensional sample.
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Robust regression-based online filters for multivariate time series are proposed and their performance in real time signal extraction settings is discussed. The focus is on methods that can deal with time series exhibiting trends, level changes, outliers and a high level of noise as well as...
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A new fully automatic procedure for the construction of histograms is proposed. It consists of constructing both a regular and an irregular histogram and then choosing between the two. To choose the number of bins in the irregular histogram, two different penalties motivated by recent work in...
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