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We derive unique Karcher means for symmetric probability distributions on the unit circle, under the conditions that: (i) the distributions have differentiable density functions and (ii) the distributions are concentrated at the symmetry points.
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We present a novel methodology for a comprehensive statistical analysis of approximately periodic biosignal data. There are two main challenges in such analysis: (1) the automatic extraction (segmentation) of cycles from long, cyclostationary biosignals and (2) the subsequent statistical...
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Constructing generative models for functional observations is an important task in statistical functional analysis. In general, functional data contains both phase (or x or horizontal) and amplitude (or y or vertical) variability. Traditional methods often ignore the phase variability and focus...
Persistent link: https://www.econbiz.de/10010617232
Many applications call for measuring the response due to shocks from several variables at once. We introduce a joint impulse response function (jIRF) that is independent of the order of the variables and allows for simultaneous shocks from multiple variables in the VAR rather than one at a time...
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