4 papers
Projection Diagnostics for Directional Asymmetry and Tail-Ratio Departure in Multivariate Data
Sayantan Banerjee, Soudeep Deb
We study projection-based diagnostics for distinguishing directional asymmetry from tail-ratio departure in multivariate data. The procedure reduces the problem to one-dimensional…
Nonparametric regression of spatio-temporal data using infinite-dimensional covariates
Subhrajyoty Roy, Soudeep Deb, Sayar Karmakar +1
In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze…
A nonparametric approach to understand multivariate quantile dynamics in financial time series
Kunal Rai, Archi Roy, Itai Dattner +1
Over the last decade, nonparametric methods have gained increasing attention for modeling complex data structures due to their flexibility and minimal structural assumptions. In th…
E-STGCN: Extreme Spatiotemporal Graph Convolutional Networks for Air Quality Forecasting
Madhurima Panja, Tanujit Chakraborty, Anubhab Biswas +1
Modeling and forecasting air quality is crucial for effective air pollution management and protecting public health. Air quality data, characterized by nonlinearity, nonstationarit…