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stat.ME2025
Modelling Stochastic Inflow Patterns to a Reservoir with a Hidden Phase-Type Markov Model
M. L. Gamiz, D. Montoro, M. C Segovia-Garcia
This paper presents a novel methodology for modelling precipitation patterns in a specific geographical region using Hidden Markov Models (HMMs). Departing from conventional HMMs,…
stat.ME2017
Multiplicative local linear hazard estimation and best one-sided cross-validation
Maria Luz Gamiz, Maria Dolores Martinez-Miranda, Jens Perch Nielsen
This paper develops detailed mathematical statistical theory of a new class of cross-validation techniques of local linear kernel hazards and their multiplicative bias corrections.…