A weak law of large numbers for the sample covariance matrix.
A zero-inflated occupancy distribution: Exact results and Poisson convergence.
About the best linear unbiased predictor (BLUP) and associated restrictions. (Sobre la construcción del mejor predictor lineal insesgado (BLUP) y restricciones asociadas.)
About the density of spectral measure of the two-dimensional SaS random vector
In this paper, we consider a symmetric α-stable p-sub-stable two-dimensional random vector. Our purpose is to show when the function is a characteristic function of such a vector for some p and α. The solution of this problem we can find in [3], in the language of isometric embeddings of Banach spaces. Our proof is based on simple properties of stable distributions and some characterization given in [4].
ABSTRACT - Models with a Low Nonlinearity.
ABSTRACT - Some Tests on Exponential Populations.
Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints
The problem of estimating the probability is considered when represents a multivariate stochastic input of a monotonic function . First, a heuristic method to bound , originally proposed by de Rocquigny (2009), is formally described, involving a specialized design of numerical experiments. Then a statistical estimation of is considered based on a sequential stochastic exploration of the input space. A maximum likelihood estimator of build from successive dependent Bernoulli data is defined...
Adaptive estimation of the transition density of a Markov chain
Admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set.
Affinity between complex distribution functions.
By analogy to the real case established by Matusita (1955) we introduce the concept of affinity between two complex distribution functions. We also establish a concrete expression for the affinity between two complex k-variate normal distributions when the covariance matrices assume a special form. Generalizations of these results are presented and the expressions here obtained are compared with those obtained by Matusita (1966, 1967) relative to the affinity between real k-variate normal distributions....
Aggregated estimators and empirical complexity for least square regression
Agrégation de similarités en classification automatique
Algorithm 33. Test for difference in trends in a two-factor experiment with repeated measurements
Algorithm 34. Use of orthogonal components in tests for trend
Algorithm 44. An abbreviated method of calculating the Mahalanobis distance or residual sum of squares in a linear regression model
Algorithm 55. Multiple regression with stepwise selection of variables
Algorithm 72. Quasi-optimal ordering of objects
Algorithm 82. Stepwise selection of discriminative variables by the use of the Wilks criterion
Algorithm 83. Stepwise selection of discriminative variables by the use of the trace criterion
Algorithm 94. An algorithm for repeated calculations of the generalized Mahalanobis distance