Showing 1 - 10 of 55
One version of multivariate trimming is the operation that intersects all halfspaces with probability content 1-[alpha] or greater. The result is a [alpha]-trimmed convex set, and this set is stochastic when the empirical distribution of a sample determines the probability content of the...
Persistent link: https://www.econbiz.de/10008873792
The perceived demographic imperative to increase the total fertility rate in Australia gave rise to the creation of the lump-sum Baby Bonus, one part of a suite of pronatalist family-friendly incentives introduced by the Howard Federal Government in 2004. This paper considers the evolution of...
Persistent link: https://www.econbiz.de/10009476511
The asymptotic properties of a multivariate location estimator are obtained in this paper. The estimator examined is based on the notion of half-space depth, where the depth of a point is the minimum probability content of all half spaces containing the point. The location estimator of interest...
Persistent link: https://www.econbiz.de/10005319483
A location-adaptive hybrid of the fixed-bandwidth kernel density estimate and the nearest-neighbor density estimate is introduced in this paper. It is constructed via a simple adhoc truncation and smoothing of nearest-neighbor distance. Simulations show that the hybrid outperforms its parent...
Persistent link: https://www.econbiz.de/10005152785
The excess-mass ellipsoid is the ellipsoid that maximizes the difference between its probability content and a constant multiple of its volume, over all ellipsoids. When an empirical distribution determines the probability content, the sample excess-mass ellipsoid is a random set that can be...
Persistent link: https://www.econbiz.de/10005199335
Persistent link: https://www.econbiz.de/10001052103
Long-range-dependent time series are endemic in the statistical analysis of Internet traffic. The Hurst parameter provides a good summary of important self-similar scaling properties. We compare a number of different Hurst parameter estimation methods and some important variations. This is done...
Persistent link: https://www.econbiz.de/10009225475
Persistent link: https://www.econbiz.de/10009358698
Driven by network intrusion detection, we propose a MultiResolution Anomaly Detection (MRAD) method, which effectively utilizes the multiscale properties of Internet features and network anomalies. In this paper, several theoretical properties of the MRAD method are explored. A major new result...
Persistent link: https://www.econbiz.de/10010761374
Persistent link: https://www.econbiz.de/10008783989