Search Results - "Karagrigoriou, Alex"

Information and Divergence Measures by Karagrigoriou, Alex, Makrides, Andreas

“…The present Special Issue of , entitled Information and Divergence Measures, covers various aspects and applications in the general area of Information and…”
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Contingency Table Analysis and Inference via Double Index Measures by Meselidis, Christos, Karagrigoriou, Alex

“…In this work, we focus on a general family of measures of divergence for estimation and testing with emphasis on conditional independence in cross tabulations…”
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Forecasting the Power Generation Mix in Italy Based on Grey Markov Models by D’Amico, Guglielmo, Karagrigoriou, Alex, Vigna, Veronica

“…This study considers an application of the first-order Grey Markov Model to foresee the values of Italian power generation in relation to the available energy…”
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Robust Model Selection Criteria Based on Pseudodistances by Toma, Aida, Karagrigoriou, Alex, Trentou, Paschalini

“…In this paper, we introduce a new class of robust model selection criteria. These criteria are defined by estimators of the expected overall discrepancy using…”
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Uniform Asymptotic Probability for Multi Renewal Risk Model with Strong Subexponential Tailed Claims by Loukissas, Fotis, Karagrigoriou, Alex

“…In this paper, we study the uniform asymptotic behavior for the ruin probability in a continuous time renewal counting process. For the proposed model, we…”
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Theoretical Aspects on Measures of Directed Information with Simulations by Gkelsinis, Thomas, Karagrigoriou, Alex

“…Measures of directed information are obtained through classical measures of information by taking into account specific qualitative characteristics of each…”
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Periodic-type auto-regressive moving average modeling with covariates for time-series incidence data via changepoint detection by Kalligeris, Emmanouil-Nektarios, Karagrigoriou, Alex, Parpoula, Christina

“…When it comes to incidence data, most of the work on this field focuses on the modeling of nonextreme periods. Several attempts have been made and a variety of…”
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An Exponentiality Test of Fit Based on a Tail Characterization against Heavy and Light-Tailed Alternatives by Karagrigoriou, Alex, Mavrogiannis, Ioannis, Papasotiriou, Georgia, Vonta, Ilia

“…Log-concavity and log-convexity play a key role in various scientific fields, especially in those where the distinction between exponential and non-exponential…”
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Interdependency pattern recognition in econometrics: A penalized regularization antidote by Ntotsis, Kimon, Karagrigoriou, Alex, Artemiou, Andreas

“…When it comes to variable interpretation, multicollinearity is among the biggest issues that must be surmounted, especially in this new era of Big Data…”
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Causality Distance Measures for Multivariate Time Series with Applications by Anastasiou, Achilleas, Hatzopoulos, Peter, Karagrigoriou, Alex, Mavridoglou, George

“…In this work, we focus on the development of new distance measure algorithms, namely, the Causality Within Groups (CAWG), the Generalized Causality Within…”
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Reliability and Inference for Multi State Systems: The Generalized Kumaraswamy Case by Barbu, Vlad Stefan, Karagrigoriou, Alex, Makrides, Andreas

“…Semi-Markov processes are typical tools for modeling multi state systems by allowing several distributions for sojourn times. In this work, we focus on a…”
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Seismic Evaluation Based on Poisson Hidden Markov Models—The Case of Central and South America by Georgakopoulou, Evangelia, Tsapanos, Theodoros M., Makrides, Andreas, Scordilis, Emmanuel, Karagrigoriou, Alex, Papadopoulou, Alexandra, Karastathis, Vassilios

“…A study of earthquake seismicity is undertaken over the areas of Central and South America, the tectonics of which are of great interest. The whole territory…”
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On Similarity Measures for Stochastic and Statistical Modeling by Makris, Konstantinos, Vonta, Ilia, Karagrigoriou, Alex

“…In this work, our goal is to present and discuss similarity techniques for ordered observations between time series and non-time dependent data. The purpose of…”
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Adjusted Evaluation Measures for Asymmetrically Important Data by Siouris, George-Jason, Skilogianni, Despoina, Karagrigoriou, Alex

“…In this paper we introduce adjustments for standard evaluation measures appropriate for the analysis of data with asymmetrical importance. In risk analysis, it…”
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A Low Price Correction for Improved Volatility Estimation and Forecasting by Siouris, George-Jason, Karagrigoriou, Alex

“…In this work, we focus on volatility estimation which plays a crucial role in risk analysis and management. In order to improve value at risk (VaR) forecasts,…”
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On optimal segmentation and parameter tuning for multiple change-point detection and inference by Parpoula, Christina, Karagrigoriou, Alex

“…Change-point analysis is the task of finding abrupt (and significant) changes in the underlying model of a signal or time series. Change-point detection…”
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Statistical inference for multinomial populations based on a double index family of test statistics by Meselidis, Christos, Karagrigoriou, Alex

“…In the present work, we consider parameter estimation and hypothesis testing based on a general class of measures, namely the -power divergence family for…”
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Determinants of debt: an econometric analysis based on the Cyprus survey of consumer finances by Petrides, Michalis, Karagrigoriou, Alex

“…This work is based on the Cyprus Survey of Consumer Finances (CySCF) and focuses on the investigation of home secured loans and consumer credit card…”
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Statistical inference based on weighted divergence measures with simulations and applications by Gkelsinis, Thomas, Karagrigoriou, Alex, Barbu, Vlad Stefan

“…In this paper we propose the Directed Goodness of Fit (DGoF) test and the Directed test of Homogeneity (DHom). These types of tests are constructed based on a…”
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Statistical inference for a general class of distributions with time-varying parameters by Barbu, Vlad Stefan, Karagrigoriou, Alex, Makrides, Andreas

“…In this article we are interested in a general class of distributions for independent not necessarily identically distributed random variables, closed under…”
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