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In this paper, we propose a new method to generate a continuous belief functions from a multimodal probability distribution function defined over a continuous domain. We generalize Smets' approach in the sense that focal elements of the resulting continuous belief function can be disjoint sets of the extended real space of dimension n. We then derive the continuous belief function from multimodal probability density functions using the least commitment principle. We illustrate the approach on two...
In this paper, we propose a new method to generate a continuous
belief functions from a multimodal probability distribution function defined
over a continuous domain. We generalize Smets' approach in the sense that
focal elements of the resulting continuous belief function can be disjoint sets
of the extended real space of dimension n. We then derive the continuous
belief function from multimodal probability density functions using the least
commitment principle. We illustrate the approach on two...
This paper proposes a bias reduction of the coefficients' estimator for linear regression models when observations are randomly censored and the error distribution is unknown. The proposed bias correction is applied to the weighted least squares estimator proposed by Stute [28] [W. Stute: Consistent estimation under random censorship when covariables are present. J. Multivariate Anal. 45 (1993), 89-103.], and it is based on model-based bootstrap resampling techniques that also allow us to work with...
We derive expressions for the asymptotic approximation of the bias of the least squares estimators in nonlinear regression models with parameters which are subject to nonlinear equality constraints. The approach suggested modifies the normal equations of the estimator, and approximates them up to , where is the number of observations. The “bias equations” so obtained are solved under different assumptions on constraints and on the model. For functions of the parameters the invariance of the approximate...
General results giving approximate bias for nonlinear models with constrained parameters are applied to bilinear models in anova framework, called biadditive models. Known results on the information matrix and the asymptotic variance matrix of the parameters are summarized, and the Jacobians and Hessians of the response and of the constraints are derived. These intermediate results are the basis for any subsequent second order study of the model. Despite the large number of parameters involved,...
Several new examples of divergences emerged in the recent literature called blended divergences. Mostly these examples are constructed by the modification or parametrization of the old well-known phi-divergences. Newly introduced parameter is often called blending parameter. In this paper we present compact theory of blended divergences which provides us with a generally applicable method for finding new classes of divergences containing any two divergences and given in advance. Several examples...
Confidence intervals and regions for the parameters of a distribution are constructed, following the method due to L. N. Bolshev. This construction method is illustrated with Poisson, exponential, Bernouilli, geometric, normal and other distributions depending on parameters.
Given a simple undirected weighted or unweighted graph, we try to cluster the vertex set into communities and also to quantify the robustness of these clusters. For that task, we propose a new method, called bootstrap clustering which consists in (i) defining a new clustering algorithm for graphs, (ii) building a set of graphs similar to the initial one, (iii) applying the clustering method to each of them, making a profile (set) of partitions, (iv) computing a consensus partition for this profile,...
Given a simple undirected weighted or unweighted graph, we try to cluster the vertex set into communities and also to quantify the robustness of these clusters. For that task, we propose a new method, called bootstrap clustering which consists in (i) defining a new clustering algorithm for graphs, (ii) building a set of graphs similar to the initial one, (iii) applying the clustering method to each of them, making a profile (set) of partitions, (iv) computing a consensus partition for this profile,...
The first-order autoregression model with heteroskedastic innovations is considered and it is shown that the classical bootstrap procedure based on estimated residuals fails for the least-squares estimator of the autoregression coefficient. A different procedure called wild bootstrap, respectively its modification is considered and its consistency in the strong sense is established under very mild moment conditions.
It has been known for a long time that for bootstrapping the distribution of the extremes under the traditional linear normalization of a sample consistently, the bootstrap sample size needs to be of smaller order than the original sample size. In this paper, we show that the same is true if we use the bootstrap for estimating a central, or an intermediate quantile under power normalization. A simulation study illustrates and corroborates theoretical results.
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