Copulas enable to specify multivariate distributions with given marginals.Various parametric proposals were made in the literature for these quantities, mainly in the bivariate ca...
In two-way contingency tables analysis, a popular class of models for describing the structure of the association between the two categorical variables are the so-called “associ...
An efficient estimate for the change point in the hazard function is obtained. This is based on a Bayesian estimator which uses equations concerning the parameters of a recently ...
A parametric, continuous-time Markov model for digraph panel data is considered. The parameter is estimated by the method of moments. A convenient method for estimating the varian...
A new method for function estimation and variable selection, specifically designed for additive models fitted by cubic splines is proposed.This new method involves regularizing ...
Marta Avalos, Yves Grandvalet, Christophe Ambroise
In this paper we propose a very convenient way to generate gamma random variables using generalized exponential distribution, when the shape parameter lies between 0
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...