Computational Statistics
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Selected Publications
On the Estimation of the Extremal Index Based on Scaling and Resampling
to appear in the Journal of Computational and Graphical Statistics (joint with
K. Hamidieh and S. Stoev)
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On the Estimation of the Heavy–Tail Exponent in Time
Series using the Max–Spectrum,Applied Stochastic Models in Business and Industry (2008), (joint with Stilian Stoev)
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On the estimation of the extremal index based on scaling and resampling, Journal of Computational and Graphical Statistics (2008), (joint with Kam Hamidieh and Stilian Stoev)
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Distributed Multilevel Modeling, Journal of Computational and
Graphical Statistics (2007), 16, 901-924 (joint with David Afshartous)
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Sequential Experiment Design for Contour Estimation from Complex Computer Codes, Technometrics
(2007) (joint with Pritam Ranjan and Derek Bingham)
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ada: an R Package for Stochastic Boosting, Journal of Statistical Software(2006), 16 (joint with Mark Culp and Kjell Johnson)
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LASS: a tool for the local analysis of self-similarity, Computational Statistics and Data Analysis (2006), 50, 2447-2471 (joint with Stilian Stoev, Murad Taqqu, Steve Marron and Cheolwoo Park)
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A Diagnostic Plot for Estimating the Tail Index of a Distribution, Journal of Computational and Graphical Statistics (2004), 13, 974-1001 (joint with Bruno Sousa)