Regularities in Congruential Random Number Generators.
Reliability in the Rasch model
This paper deals with the reliability of composite measurement consisting of true-false items obeying the Rasch model. A definition of reliability in the Rasch model is proposed and the connection to the classical definition of reliability is shown. As a modification of the classical estimator Cronbach's alpha, a new estimator logistic alpha is proposed. Finally, the properties of the new estimator are studied via simulations in the Rasch model.
Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations.
Reliability of Random Number Tables
Remarks on Nonlinear Congruential Pseudorandom Numbers.
Resonance surfaces for forced oscillators.
Reversible jump MCMC for two-state multivariate Poisson mixtures
The problem of identifying the source from observations from a Poisson process can be encountered in fault diagnostics systems based on event counters. The identification of the inner state of the system must be made based on observations of counters which entail only information on the total sum of some events from a dual process which has made a transition from an intact to a broken state at some unknown time. Here we demonstrate the general identifiability of this problem in presence of multiple...
Risk bounds for new M-estimation problems
In this paper, we consider a new framework where two types of data are available: experimental data Y1,...,Yn supposed to be i.i.d from Y and outputs from a simulated reduced model. We develop a procedure for parameter estimation to characterize a feature of the phenomenon Y. We prove a risk bound qualifying the proposed procedure in terms of the number of experimental data n, reduced model complexity and computing budget m. The method we present is general enough to cover a wide range of applications....
Risk management using var simulation with applications to Bucharest stock exchange.
Robust quasi-linear system identification
Rolling-ball method for estimating the boundary of the support of a point-process intensity
Rumor propagation model: an equilibrium study.