Illustration de la méthode des plans d'expériences sur la comparaison de boissons au cola
Approximation des trajectoires et temps local des diffusions
Oscillation presque sûre de martingales continues
Analyse de la variance non-équirépétée hiérarchique : comparaison de cinq logiciels
Discussion et commentaires. La planification des expériences : choix des traitements et dispositif expérimental
An asymptotic test for quantitative gene detection
On the tails of the distribution of the maximum of a smooth stationary gaussian process
We study the tails of the distribution of the maximum of a stationary gaussian process on a bounded interval of the real line. Under regularity conditions including the existence of the spectral moment of order 8, we give an additional term for this asymptotics. This widens the application of an expansion given originally by Piterbarg [11] for a sufficiently small interval.
Bounds and asymptotic expansions for the distribution of the maximum of a smooth stationary gaussian process
The likelihood ratio test for general mixture models with or without structural parameter
This paper deals with the likelihood ratio test (LRT) for testing hypotheses on the mixing measure in mixture models with or without structural parameter. The main result gives the asymptotic distribution of the LRT statistics under some conditions that are proved to be almost necessary. A detailed solution is given for two testing problems: the test of a single distribution against any mixture, with application to Gaussian, Poisson and binomial distributions; the test of the number of populations...
Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
This paper uses the Rice method [18] to give bounds to the distribution of the maximum of a smooth stationary Gaussian process. We give simpler expressions of the first two terms of the Rice series [3,13] for the distribution of the maximum. Our main contribution is a simpler form of the second factorial moment of the number of upcrossings which is in some sense a generalization of Steinberg 's formula ([7] p. 212). Then, we present a numerical application and asymptotic expansions...
On the tails of the distribution of the maximum of a smooth stationary Gaussian process
We study the tails of the distribution of the maximum of a stationary Gaussian process on a bounded interval of the real line. Under regularity conditions including the existence of the spectral moment of order , we give an additional term for this asymptotics. This widens the application of an expansion given originally by Piterbarg [CITE] for a sufficiently small interval.
Communication. Statistique et recherche agronomique. Comptes rendus de la demi-journée d'étude du 15 décembre 1981
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