no code implementations • 25 Aug 2020 • Eduardo García-Portugués, Paula Navarro-Esteban, Juan A. Cuesta-Albertos
Testing uniformity of a sample supported on the hypersphere is one of the first steps when analysing multivariate data for which only the directions (and not the magnitudes) are of interest.
Methodology 62H11, 62H15
1 code implementation • 22 Aug 2020 • Eduardo García-Portugués, Paula Navarro-Esteban, Juan A. Cuesta-Albertos
We propose a projection-based class of uniformity tests on the hypersphere using statistics that integrate, along all possible directions, the weighted quadratic discrepancy between the empirical cumulative distribution function of the projected data and the projected uniform distribution.
Methodology Statistics Theory Statistics Theory 62H11, 62H15
1 code implementation • 14 May 2020 • Arthur Pewsey, Eduardo García-Portugués
Mainstream statistical methodology is generally applicable to data observed in Euclidean space.
Methodology 62H11
1 code implementation • 17 Sep 2019 • Eduardo García-Portugués, Javier Álvarez-Liébana, Gonzalo Álvarez-Pérez, Wenceslao González-Manteiga
The Functional Linear Model with Functional Response (FLMFR) is one of the most fundamental models to asses the relation between two functional random variables.
Methodology 62G10, 62J05, 62G09
no code implementations • 9 Mar 2019 • Bernardo D'Auria, Eduardo García-Portugués, Abel Guada
Mathematically, the execution of an American-style financial derivative is commonly reduced to solving an optimal stopping problem.
1 code implementation • 1 Apr 2018 • Eduardo García-Portugués, Thomas Verdebout
When modeling directional data, that is, unit-norm multivariate vectors, a first natural question is to ask whether the directions are uniformly distributed or, on the contrary, whether there exist modes of variation significantly different from uniformity.
Methodology 62H11, 62H15
no code implementations • 15 Jun 2017 • Mónica Benito, Eduardo García-Portugués, J. S. Marron, Daniel Peña
We illustrate the advantages of distance weighted discrimination for classification and feature extraction in a High Dimension Low Sample Size (HDLSS) situation.
1 code implementation • 15 Jun 2017 • Eduardo García-Portugués, Davy Paindaveine, Thomas Verdebout
We prove that each test is locally asymptotically maximin, in the Le Cam sense, for one kind of the alternatives given by the new classes of distributions, both for specified and unspecified symmetry axis.
Methodology 62H11, 62H15, 62H05