In this work we propose a novel EM method for the estimation of nonlinear nonparametric mixed-effects models, aimed at unsupervised classification. We perform simulation studies in order to evaluate the algorithm performance and we apply this new procedure to a real dataset. Copyright...

Financial data are often assumed to be generated by diffusions. Using recent results of Fan et al. (J Am Stat Assoc, 102:618–631, 2007; J Financ Econometer, 5:321–357, 2007) and a multiple comparisons procedure created by Benjamini and Hochberg (J R Stat Soc Ser B, 59:289–300, 1995), we...

The bootstrap method is based on resampling of the original randomsample drawn from a population with an unknown distribution. In the article it was shown that because of the progress in computer technology resampling is actually unnecessary if the sample size is not too large. It is possible to...

In this article a new value for positive cooperative games is introduced. It generalizes the “proportional division of surplus” idea for two person games. A characterization by means of preservation of ratios and efficiency provides existence and uniqueness. Moreover, this value is the only...

Nearest neighbour classification requires a good distance metric. Previous approaches try to learn a quadratic distance metric learning so that observations of different classes are well separated. For high-dimensional problems, where many uninformative variables are present, it is attractive to...