- Research Grants
BS in Mathematics (2004) and MS in Mathematics (2007) from the Federal University of Rio Grande do Sul. PhD in statistics from the University of Campinas (2011). Currently is full Professor at the Statistics Department of the Federal University of Rio Grande do Sul. (Source: Lattes Curriculum)
Valk (2011) proposes clustering and classificationprocedures for time series based on quasi U-statistics. Commonly employed distance functions, such as the periodogram and the sampling autocorrelation, are used as kernel for the generalized U-statistics. The class contains a large group of metrics and models. The asymptotic normality holds under very weak regularity conditions. This pro...
Pinheiro et al. (2006) shows the decomposability of generalized degenerate $U$-statistics of degree 2 and stationary of order 1 (in Hoeffding's sense). From this decomposibility a martingale process is built based on contrasts of those $U$-statistics. Asymptotic normality is then proved for these quasi $U$-statistics for large sample and/or high dimensions. Sen et al. (2007) generalize ...
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
(References retrieved automatically from State of São Paulo Research Institutions)
VALK, Marcio. O uso de quase U-estatísticas para séries temporais uni e multivaridas. 2011. Tese (Doutorado) – Instituto de Matemática, Estatística e Computação Científica. Universidade Estadual de Campinas (UNICAMP).