1 citations · 2 across the 3 of their papers we have counts for
3 papers
Global and Tail Dependence: A Differential Geometry Approach
Davide Lauria, Svetlozar T. Rachev, A. Alexandre Trindade
Measures of tail dependence between random variables aim to numerically quantify the degree of association between their extreme realizations. Existing tail dependence coefficients…
Improved Inference for the Signal Significance
Igor Volobouev, A. Alexandre Trindade
We study the properties of several likelihood-based statistics commonly used in testing for the presence of a known signal under a mixture model with known background, but unknown…
Local Orthogonal Polynomial Expansion for Density Estimation
D. P. Amali Dassanayake, Igor Volobouev, A. Alexandre Trindade
A Local Orthogonal Polynomial Expansion (LOrPE) of the empirical density function is proposed as a novel method to estimate the underlying density. The estimate is constructed by m…