Showing stat.MEShow all
2 papers · 1 filter
stat.ME2025
Diagnostic Checking for Wasserstein Autoregression
Chenxiao Dai, Feiyu Jiang, Dong Li +1
Wasserstein autoregression provides a robust framework for modeling serial dependence among probability distributions, with wide-ranging applications in economics, finance, and cli…
stat.ME2025
Model-free Change-point Detection using AUC of a Classifier
Rohit Kanrar, Feiyu Jiang, Zhanrui Cai
In contemporary data analysis, it is increasingly common to work with non-stationary complex data sets. These data sets typically extend beyond the classical low-dimensional Euclid…