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We consider recovery of low-rank matrices from noisy data by hard thresholding of singular values, where singular values below a prescribed threshold \lambda are set to 0. We study the asymptotic MSE ...
In this paper we studied about the wavelet identification of the thresholds and time delay for more general case without the constraint that the time delay is smaller than the order of the model. Here...
The analysis of spatial extremes requires the joint modeling of a spatial process at a large number of stations and max-stable processes have been developed as a class of stochastic processes suitable...
In this paper we study the limiting distributions of the least-squares estimators for the non-stationary first-order threshold autoregressive (TAR(1)) model. It is proved that the limiting behaviors o...
We use p-values to identify the threshold level at which a regression function takes off from its baseline value, a problem motivated by applications in toxicological and pharmacological dose-response...
A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally res...
A Bayesian multiple change-point model is proposed to analyse violations of air quality standards by pollutants such as nitrogen oxides (NO2 and NO) and carbon monoxide (CO). The model is built on the...
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions ...
Moments of the Discounted Dividends in a Threshold-Type Markovian Risk Process
The Commission of the European Union, as well the United States Environmental Protection Agency, have set limit values for some pollutants in the ambient air that have been shown to have adverse effec...
We revisit the work of Bourgain et al. (1992) -- referred to as ``BKKKL'' in the title -- about influences on Boolean functions in order to give a precise statement of threshold phenomenon on the prod...
The threshold method in the framework of marked spatial point processes on a continuous space is discussed. The threshold method is a linear prediction of the total sum of marks using only the number ...
We discuss the prediction of the sample variance of marks of a marked spatial point process on a continuous space by the threshold method. The threshold method is a statistical prediction using only t...
In this paper we present a class of semi-parametric high quantile estimators which enjoy a desirable property in the presence of linear transformations of the data. Such a feature is in accordance w...

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