Model selection by the predictive least squares (PLS) principle has been thoroughly studied in the context of regression model selection and autoregressive (AR) model order estima...
We establish the Stein phenomenon in the context of two-step, monotone incomplete data drawn from Np+q(µ, Σ), a multivariate normal population with mean µ and covariance matrix...
We equip the polytope of n × n Markov matrices with the normalized trace of the Lebesgue measure of Rn2 . This probability space provides random Markov matrices, with i.i.d. rows...
This work proposes to generalize the method of cokriging when data are spatially sampled curves. A spatial functional linear model is constructed including spatial dependencies be...
David Nerini, Pascal Monestiez, Claude Manté...
We use a recent characterization of the d-dimensional Archimedean copulas as the survival copulas of d-dimensional simplex distributions (McNeil and Neˇslehov´a (2009)) to const...