Statistique des événements rares
Estimation non paramétrique de la densité par histogrammes généralisés
Chung-type functional laws of the iterated logarithm for tail empirical processes
Valeurs extrémales d'échantillons croissants d'une variable aléatoire réelle
A note on Poisson approximation.
We obtain in this note evaluations of the total variation distance and of the Kolmogorov-Smirnov distance between the sum of n random variables with non identical Bernoulli distributions and a Poisson distribution. Some of our results precise bounds obtained by Le Cam, Serfling, Barbour and Hall. It is shown, among other results, that if p1 = P (X1=1), ..., pn = P (Xn=1) satisfy some appropriate conditions,...
Majoration et minoration presque sûre optimale des éléments de la statistique ordonnée d'un échantillon croissant de variables aléatoires indépendantes
Se è una successione di variabili aleatorie indipendenti aventi una stessa legge e si designa con la statistica ordinata rispetto all'ordine crescente delle , qui vengono studiate le successioni numeriche tali che per n sufficientemente grande si abbia . Principalmente si studiano siffatti inquadramenti per costante, da un lato per scale di funzioni a crescenza di tipo logaritmico e, dall'altro, dando condizioni necessarie e sufficienti relative alle successioni ed affinché esse realizzino...
One Bootstrap suffices to generate sharp uniform bounds in functional estimation
We consider, in the framework of multidimensional observations, nonparametric functional estimators, which include, as special cases, the Akaike–Parzen–Rosenblatt kernel density estimators ([1, 18, 20]), and the Nadaraya–Watson kernel regression estimators ([16, 22]). We evaluate the sup-norm, over a given set , of the difference between the estimator and a non-random functional centering factor (which reduces to the estimator mean for kernel density estimation). We show that, under suitable general...
Daniel Dugué, 1912-1987. Gisèle Chardon, 1926-1987
Estimation non paramétrique de la densité compte-tenu d'informations sur le support
Estimation automatique de la densité
On the sample path behavior of the first passage time process of a brownian motion with drift
Some results on the influence of extremes on the bootstrap
Exact convergence rates in Erdös-Rényi type theorems for renewal processes
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