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Heteroskedasticity-consistent standard errors

Publications associées (118)

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Robust Markov Decision Processes

Daniel Kuhn, Wolfram Wiesemann

Markov decision processes (MDPs) are powerful tools for decision making in uncertain dynamic environments. However, the solutions of MDPs are of limited practical use because of their sensitivity to distributional model parameters, which are typically unkn ...

2013

Wavelet-variance-based estimation for composite stochastic processes

Jan Skaloud, Stéphane Guerrier, Yannick Stebler

This article presents a new estimation method for the parameters of a time series model. We consider here composite Gaussian processes that are the sum of independent Gaussian processes which, in turn, explain an important aspect of the time series, as is ...

Amer Statistical Assoc2013

Can Equity Volatility Explain the Global Loan Pricing Puzzle?

Pinar Uysal

This paper examines whether unobservable differences in firm volatility are responsible for the global loan pricing puzzle, which is the observation that corporate loan interest rates appear to be lower in Europe than in the United States. We analyze wheth ...

Oxford Univ Press Inc2013

Anisotropic Interpolation of Sparse Generalized Image Samples

Michaël Unser, Aurélien Bourquard

Practical image-acquisition systems are often modeled as a continuous-domain prefilter followed by an ideal sampler, where generalized samples are obtained after convolution with the impulse response of the device. In this paper, our goal is to interpolate ...

Ieee-Inst Electrical Electronics Engineers Inc2013

Adaptive reduced basis finite element heterogeneous multiscale method

Assyr Abdulle, Yun Bai

An adaptive reduced basis finite element heterogeneous multiscale method (RB-FE-HMM) is proposed for elliptic problems with multiple scales. The multiscale method is based on the RB-FE-HMM introduced in [A. Abdulle, Y. Bai, Reduced basis finite element het ...

Elsevier2013

Statistical Inference for Partially Observed Stochastic Epidemics

Andrea Kraus

This work is concerned with the estimation of the spreading potential of the disease in the initial stages of an epidemic. A speedy and accurate estimation is important for determining whether or not interventions are necessary to prevent a major outbreak. ...

EPFL2013

B-spline goal-oriented error estimators for geometrically nonlinear rods

Luca Dede'

We consider goal-oriented a posteriori error estimators for the evaluation of the errors on quantities of interest associated with the solution of geometrically nonlinear curved elastic rods. For the numerical solution of these nonlinear one-dimensional pr ...

Springer Verlag2012

On the use of spatially discrete data to compute energy and mass balance

Marc Parlange, Ivan Lunati, Francesco Ciocca

In many practical applications the state of field soils is monitored by recording the evolution of temperature and soil moisture at discrete depths. We theoretically investigate the systematic errors that arise when mass and energy balances are computed di ...

American Geophysical Union2012

Probabilistic Model Falsification for Infrastructure Diagnosis

James-Alexandre Goulet

Most infrastructure in the western world was built in the second half of the 20th century. Transportation structures, water distribution networks and energy production systems are now aging and this leads to safety and serviceability issues. In situations ...

EPFL2012

Face Verification using Gabor Filtering and Adapted Gaussian Mixture Models

Sébastien Marcel, Laurent El Shafey

The search for robust features for face recognition in uncontrolled environments is an important topic of research. In particular, there is a high interest in Gabor-based features which have invariance properties to simple geometrical transformations. In t ...

GI-Edition2012