Stability, sensitivity and sensitivity of characterizations
Stable hypothesis for mixed models with balanced cross-nesting
Stable hypothesis are hypothesis that may refer either for the fixed part or for the random part of the model. We will consider such hypothesis for models with balanced cross-nesting. Generalized F tests will be derived. It will be shown how to use Monte-Carlo methods to evaluate p-values for those tests.
Stable-1/2 bridges and insurance
We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an information-based approach to the reserving problem, we derive the process of the conditional distribution of the ultimate loss. The "best-estimate ultimate loss process" is given by the conditional expectation of the ultimate loss. We derive explicit expressions for the...
Stacked regression with restrictions
When we apply stacked regression to classification we need only discriminant indices which can be negative. In many situations, we want these indices to be positive, e.g., if we want to use them to count posterior probabilities, when we want to use stacked regression to combining classification. In such situation, we have to use leastsquares regression under the constraint βₖ ≥ 0, k = 1,2,...,K. In their earlier work [5], LeBlanc and Tibshirani used an algorithm given in [4]. However, in this paper...
Statistical Analysis of Fourier Coefficients in a Restricted Harmonic Dial.
Statistical analysis of periodic autoregression
Methods for estimating parameters and testing hypotheses in a periodic autoregression are investigated in the paper. The parameters of the model are supposed to be random variables with a vague prior density. The innovation process can have either constant or periodically changing variances. Theoretical results are demonstrated on two simulated series and on two sets of real data.
Statistical analysis of probabilistic model of the school-achievement test with triple-choice response
Statistical analysis of the generalized additive semiparametric survival model with random covariates.
Generalizations of the additive hazards model are considered. Estimates of the regression parameters and baseline function are proposed, when covariates are random. The asymptotic properties of estimators are considered.
Statistical choice of non-separated one-parameter models.
The purpose of this paper is to study the asymptotic choice between two models {F(x|α), α ∈ A ⊆ R} and {G(x|β), β ∈ B ⊆ R}, A and B being intervals but such that for (α0, β0}, and only for this pair, we have F(x|α0) = G(x|β0).
Statistical estimates of the parameters of stable laws
Statistical Inference about the Drift Parameter in Stochastic Processes
In statistical inference on the drift parameter in the Wiener process with a constant drift there is a large number of options how to do it. We may, for example, base this inference on the properties of the standard normal distribution applied to the differences between the observed values of the process at discrete times. Although such methods are very simple, it turns out that more appropriate is to use the sequential methods. For the hypotheses testing about the drift parameter it is more...
Statistical inference for stochastic parabolic equations: a spectral approach.
Statistical inference on the traffic intensity for the M/M/ queueing system.
Statistical models for analysing criminal careers
Statistique asymptotique presque-sûre de modèles statistiques convexes
Statistiques de diffusions et temps local
Stirling distributions and Stirling numbers of the second kind. Computational problems in statistics
Stochastic algorithm for Bayesian mixture effect template estimation
The estimation of probabilistic deformable template models in computer vision or of probabilistic atlases in Computational Anatomy are core issues in both fields. A first coherent statistical framework where the geometrical variability is modelled as a hidden random variable has been given by [S. Allassonnière et al., J. Roy. Stat. Soc.69 (2007) 3–29]. They introduce a Bayesian approach and mixture of them to estimate deformable template models. A consistent stochastic algorithm has been introduced...
Straight-Line Models in Star-Shaped Mixtures.
Strong Consistency of the MLE Under Random Censoring.