Monotonicity of the Power Function and Unbiasedness of Some Likelihood Ratio Tests.
Monotonicity properties of statistical procedures for an increasing number of observations or a decreasing number of parameters, especially Anova procedures
Monotonicity properties of the relative error of a Padé approximation for Mills' ratio.
Monte Carlo detection of outliers of data and cryptographic applications.
Monte Carlo simulation of Markov chain steady-state distribution.
More general credibility models
This communication gives some extensions of the original Bühlmann model. The paper is devoted to semi-linear credibility, where one examines functions of the random variables representing claim amounts, rather than the claim amounts themselves. The main purpose of semi-linear credibility theory is the estimation of (the net premium for a contract with risk parameter ) by a linear combination of given functions of the observable variables: . So the estimators mainly considered here are linear...
Mostratge i estimació de poblacions ocultes.
En este artículo se realiza una discusión detallada de las principales metodologías empleadas para el estudio de fenómenos marginales y ocultos, como son el muestreo en bola de nieve, el método de estimación de captura-recaptura y el método para estimar el número de consumidores de cocaína en una gran ciudad. Este nuevo método se basa en dos selecciones aleatorias y puede estimar la ocultación del fenómeno.
Motivation, existence and equivariance of -estimators
Moving window estimation procedures for additive regression function
Moyennes mobiles centrées et non-centrées. Construction et comparaison
MSE of the best linear predictor in nonorthogonal models
MSE-Improvement of the Least Squares Estimator by Dropping Variables.
M-Tests in Multivariate Models.
Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.
We derive the exact distributions of R = X + Y, P = X Y and W = X / (X + Y) and the corresponding moment properties when X and Y follow Muliere and Scarsini's bivariate Pareto distribution. The expressions turn out to involve special functions. We also provide extensive tabulations of the percentage points associated with the distributions. These tables -obtained using intensive computer power- will be of use to the practitioners of the bivariate Pareto distribution.
Multi-class decision procedures for the inspection operation.
Multidimensional Hermite Polynomials of Complex Gaussian Variables
Multidimensional Hermite polynomials of complex Gaussian variables.
Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
In this paper, we give sufficient conditions to establish central limit theorems and moderate deviation principle for a class of support estimates of empirical and Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process. We show how the smoothing permits to obtain Gaussian asymptotic limits and therefore pointwise confidence intervals. Some unidimensional and multidimensional examples are provided.
Multidimensional random processes with normal covariances
Multidimensional smoothing using hyperbolic interpolatory wavelets.