In this paper, we propose a new class of regime shift models with exible switching mechanism that relies on a nonparametric probability function of the observed thresh- old variables. The proposed models generally embrace traditional threshold models with contaminated threshold variables or...

In this paper, we propose a new class of regime shift models with flexible switching mechanism that relies on a nonparametric probability function of the observed threshold variables. The proposed models generally embrace traditional threshold models with contaminated threshold variables or...

Understanding the topological structure of real world networks is of huge interest in a variety of fields. One of the way to investigate this structure is to find the groups of densely connected nodes called communities. This paper presents a new non-parametric method of community detection in...