Arrêt optimal dans une classe de temps d'arrêt.
In this paper we solve an optimal stopping problem for processed indexed by N U{∞} with respect to a certain class of stopping times.
In this paper we solve an optimal stopping problem for processed indexed by N U{∞} with respect to a certain class of stopping times.
In this paper we study the main properties of a distance introduced by C.M. Cuadras (1974). This distance is a generalization of the well-known Mahalanobis distance between populations to a distance between parametric estimable functions inside the multivariate analysis of variance model. Reduction of dimension properties, invariant properties under linear automorphisms, estimation of the distance, distribution under normality as well as the interpretation as a geodesic distance are studied and...
In this note we give a proof of the fact that the extremal elements of the set of randomized stopping times are exactly the stopping times.
The reconstruction of human history from the fossil record often runs up against incomplete or differential preservation of specimens. In anthropological studies a large number of variables are usually taken and missing values can be a problem. Here we analyze three population samples of extinct aborigines from Tierra del Fuego. The first sample, with sex and ethnic group known, is used to compare the step-wise discriminant analysis and the discriminant analysis based on distances. With the second...
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