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Aspects of analysis of multivariate failure time data.

Ross L. Prentice, John D. Kalbfleisch (2003)

SORT

Multivariate failure time data arise in various forms including recurrent event data when individuals are followed to observe the sequence of occurrences of a certain type of event; correlated failure time when an individual is followed for the occurrence of two or more types of events for which the individual is simultaneously at risk, or when distinct individuals have depending event times; or more complicated multistate processes where individuals may move among a number of discrete states over...

Asymptotic behavior of the empirical process for gaussian data presenting seasonal long-memory

Mohamedou Ould Haye (2002)

ESAIM: Probability and Statistics

We study the asymptotic behavior of the empirical process when the underlying data are gaussian and exhibit seasonal long-memory. We prove that the limiting process can be quite different from the limit obtained in the case of regular long-memory. However, in both cases, the limiting process is degenerated. We apply our results to von–Mises functionals and U -Statistics.

Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory

Mohamedou Ould Haye (2010)

ESAIM: Probability and Statistics

We study the asymptotic behavior of the empirical process when the underlying data are Gaussian and exhibit seasonal long-memory. We prove that the limiting process can be quite different from the limit obtained in the case of regular long-memory. However, in both cases, the limiting process is degenerated. We apply our results to von–Mises functionals and U-Statistics.

Asymptotic behaviour of the probability-weighted moments and penultimate approximation

Jean Diebolt, Armelle Guillou, Rym Worms (2003)

ESAIM: Probability and Statistics

The P.O.T. (Peaks-Over-Threshold) approach consists of using the Generalized Pareto Distribution (GPD) to approximate the distribution of excesses over a threshold. We use the probability-weighted moments to estimate the parameters of the approximating distribution. We study the asymptotic behaviour of these estimators (in particular their asymptotic bias) and also the functional bias of the GPD as an estimate of the distribution function of the excesses. We adapt penultimate approximation results...

Asymptotic behaviour of the probability-weighted moments and penultimate approximation

Jean Diebolt, Armelle Guillou, Rym Worms (2010)

ESAIM: Probability and Statistics

The P.O.T. (Peaks-Over-Threshold) approach consists of using the Generalized Pareto Distribution (GPD) to approximate the distribution of excesses over a threshold. We use the probability-weighted moments to estimate the parameters of the approximating distribution. We study the asymptotic behaviour of these estimators (in particular their asymptotic bias) and also the functional bias of the GPD as an estimate of the distribution function of the excesses. We adapt penultimate approximation results...

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