AbstractIn this paper we present recentered confidence sets for the parameters of a logistic regression model based on preliminary minimum ϕ-divergence estimators. Asymptotic coverage probabilities are given as well as a simulation study in order to analyze the coverage probabilities for small and moderate sample sizes
The estimates of the rate of convergence of the distribution of the rank of a random matrix over th...
We study the application of bootstrap procedures to the problem of constructing confidence intervals...
Testing for the significance of a subset of regression coefficients in a linear model, a staple of s...
AbstractWe consider the problem of estimation of the parameters in Generalized Linear Models (GLM) w...
International audienceIn this paper, we study the problem of nonparametric estimation of the mean an...
AbstractWe consider a class of statistics Cφ based on φ-divergence for the test of independence in r...
AbstractAsymptotic expansions of the distributions of the pivotal statistics involving log-likelihoo...
We present a Multi-Index Quasi-Monte Carlo method for the solution of elliptic partial differential ...
International audienceIn this communication, an overview on extreme quantiles estimation for Weibull...
AbstractIn this paper, we study the problem of nonparametric estimation of the mean and variance fun...
Chernoff bounds are a powerful application of the Markov inequality to produce strong bounds on the ...
In this addendum, we present the EM algorithm of Lee and Lin (2010) custimized for fitting mixtures ...
We establish a new upper bound for the Kullback-Leibler divergence of two discrete probability distr...
The vector difference equation ξk = Af(ξk−1)+εk, where (εk) is a square integrable difference marti...
We present asymptotic results for the regression-adjusted version of approximate Bayesian computatio...
The estimates of the rate of convergence of the distribution of the rank of a random matrix over th...
We study the application of bootstrap procedures to the problem of constructing confidence intervals...
Testing for the significance of a subset of regression coefficients in a linear model, a staple of s...
AbstractWe consider the problem of estimation of the parameters in Generalized Linear Models (GLM) w...
International audienceIn this paper, we study the problem of nonparametric estimation of the mean an...
AbstractWe consider a class of statistics Cφ based on φ-divergence for the test of independence in r...
AbstractAsymptotic expansions of the distributions of the pivotal statistics involving log-likelihoo...
We present a Multi-Index Quasi-Monte Carlo method for the solution of elliptic partial differential ...
International audienceIn this communication, an overview on extreme quantiles estimation for Weibull...
AbstractIn this paper, we study the problem of nonparametric estimation of the mean and variance fun...
Chernoff bounds are a powerful application of the Markov inequality to produce strong bounds on the ...
In this addendum, we present the EM algorithm of Lee and Lin (2010) custimized for fitting mixtures ...
We establish a new upper bound for the Kullback-Leibler divergence of two discrete probability distr...
The vector difference equation ξk = Af(ξk−1)+εk, where (εk) is a square integrable difference marti...
We present asymptotic results for the regression-adjusted version of approximate Bayesian computatio...
The estimates of the rate of convergence of the distribution of the rank of a random matrix over th...
We study the application of bootstrap procedures to the problem of constructing confidence intervals...
Testing for the significance of a subset of regression coefficients in a linear model, a staple of s...
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