Browsing by Author "Sapatinas, Theofanis"
Now showing items 120 of 58

Article
Adaptive quadratic functional estimation of a weighted density by model selection
Petsa, A.; Sapatinas, Theofanis (2010)We consider the problem of estimating the integral of the square of a probability density function f on the basis of a random sample from a weighted distribution. Specifically, using model selection via a penalized criterion, ...

Article
Application of wavelets to the preprocessing of underwater sounds
Powell, K. J.; Sapatinas, Theofanis; Bailey, T. C.; Krzanowski, W. J. (1995)In this paper we consider data on underwater sounds of differing types. Our objective is to filter background noise and achieve an acceptable level of reduction in the raw data, whilst at the same time maintaining the main ...

Article
Bandwidth selection for functional time series prediction
Antoniadis, Anestis; Paparoditis Efstathios, E.; Sapatinas, Theofanis (2009)We propose a method to select the bandwidth for functional time series prediction. The idea underlying this method is to calculate the empirical risk of prediction using past segments of the observed series and to select ...

Article
Bootstrapbased testing of equality of mean functions or equality of covariance operators for functional data
Paparoditis Efstathios, E.; Sapatinas, Theofanis (2016)We investigate the properties of a simple bootstrap method for testing the equality of mean functions or of covariance operators in functional data. Theoretical size and power results are derived for certain test statistics, ...

Article
CHARACTERISATIONS OF SOME INCOME DISTRIBUTIONS BASED ON MULTIPLICATIVE DAMAGE MODELS
Fosam, E. B.; Sapatinas, Theofanis (1995)This paper characterises the Pareto and scaled beta distributions within the context of multiplicative damage and generating models. The results obtained allow the destructive or generating mechanism to have more general ...

Book
Characterization and identifiability results in some stochastic models
Sapatinas, Theofanis (1993)

Article
A characterization of the negative binomial distribution via α monotonicity
Sapatinas, Theofanis (1999)We obtain a characterization of the negative binomial distribution by using arguments based on powerseries families of distributions for αmonotone random variables. © 1999 Elsevier Science B.V.

Article
Characterizations of probability distributions based on discrete pmonotonicity
Sapatinas, Theofanis (1995)In this paper, a general characterization of a class of discrete selfdecomposable distributions based on discrete pmonotonicity is obtained. This result can be thought as the discrete version of an earlier result due to ...

Book
Characterizations of some income distributions based on multiplicative damage and generating models
Fosam, E. B. [M; Sapatinas, Theofanis; Srivastava, T. N.; University of Sheffield Department of Probability, and Statistics (University of Sheffield, Department of Probability and Statistics, 1992)

Article
Characterizations, lengthbiasing, and infinite divisibility
Pakes, A. G.; Sapatinas, Theofanis; Fosam, E. B. (1996)Suppose L(X) is the law of a positive random variable X, and Z is positive and independent of X. Admissible solution pairs (L(X),L(Z)) are sought for the inlaw equation X̂ ≅ X o Z, where L(X̂) is a weighted law constructed ...

Article
A comparative simulation study of wavelet shrinkage estimators for Poisson counts
Besbeas, P.; De Feis, I.; Sapatinas, Theofanis (2004)Using computer simulations, the finite sample performance of a number of classical and Bayesian wavelet shrinkage estimators for Poisson counts is examined. For the purpose of comparison, a variety of intensity functions, ...

Article
Empirical Bayes approach to block wavelet function estimation
Abramovich, F.; Besbeas, P.; Sapatinas, Theofanis (2002)Wavelet methods have demonstrated considerable success in function estimation through termbyterm thresholding of the empirical wavelet coefficients. However, it has been shown that grouping the empirical wavelet coefficients ...

Article
Empirical bayes approach to wavelet regression using εcontaminated priors
Angelini, Claudia; Sapatinas, Theofanis (2004)We consider an empirical Bayes approach to standard nonparametric regression estimation using a nonlinear wavelet methodology. Instead of specifying a single prior distribution on the parameter space of wavelet coefficients, ...

Article
Erratum to: "Minimax convergence rates under the Lprisk in the functional deconvolution model" [Statist. Probab. Lett. 79 (2009) 15681576] (DOI:10.1016/j.spl.2009.03.028)
Petsa, A.; Sapatinas, Theofanis (2009)

Article
Estimation and inference in functional mixedeffects models
Antoniadis, Anestis; Sapatinas, Theofanis (2007)Functional mixedeffects models are very useful in analyzing functional data. A general functional mixedeffects model that inherits the flexibility of linear mixedeffects models in handling complex designs and correlation ...

Article
Frequentist optimality of bayes factor estimators in wavelet regression models
Pensky, M.; Sapatinas, Theofanis (2007)We investigate the theoretical performance of Bayes factor estimators in wavelet regression models with independent and identically distributed errors that are not necessarily normally distributed. We compare these estimators ...

Article
Functional deconvolution in a periodic setting: Uniform case
Pensky, M.; Sapatinas, Theofanis (2009)We extend deconvolution in a periodic setting to deal with functional data. The resulting functional deconvolution model can be viewed as a generalization of a multitude of inverse problems in mathematical physics where ...

Article
A functional waveletkernel approach for time series prediction
Antoniadis, Anestis; Paparoditis Efstathios, E.; Sapatinas, Theofanis (2006)We consider the prediction problem of a time series on a whole time interval in terms of its past. The approach that we adopt is based on functional kernel nonparametric regression estimation techniques where observations ...

Article
A HaarFisz technique for locally stationary volatility estimation
Fryzlewicz, P.; Sapatinas, Theofanis; Rao, S. S. (2006)We consider a locally stationary model for financial logreturns whereby the returns are independent and the volatility is a piecewiseconstant function with jumps of an unknown number and locations, defined on a compact ...

Article
Identifiability of mixtures of powerseries distributions and related characterizations
Sapatinas, Theofanis (1995)The concept of the identifiability of mixtures of distributions is discussed and a sufficient condition for the identifiability of the mixture of a large class of discrete distributions, namely that of the powerseries ...