68 citations
- Centre de Recherche en Économie et StatistiqueFR25 papers
- ENSAE ParisFR22 papers
- Institut de recherche mathématique de RennesFR11 papers
- Centre for Research in Engineering Surface TechnologyIE10 papers
- Centre National de la Recherche ScientifiqueFR10 papers
- Université de RennesFR10 papers
- Institut National des Sciences Appliquées de RennesFR3 papers
- Orange (France)FR3 papers
- Université Paris-SaclayFR3 papers
- Astrophysique, Instrumentation et ModélisationFR2 papers
- Bocconi UniversityIT2 papers
- Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR2 papers
4 papers · 1 filter
Inferring the parameters of Taylor's law in ecology
Lionel Truquet, Joel E. Cohen, Paul Doukhan
Taylor's power law (TL) or fluctuation scaling has been verified empirically for the abundances of many species, human and non-human, and in many other fields including physics, me…
Joint inference on extreme expectiles for multivariate heavy-tailed distributions
Simone A. Padoan, Gilles Stupfler
The notion of expectiles, originally introduced in the context of testing for homoscedasticity and conditional symmetry of the error distribution in linear regression, induces a la…
Preserving the distribution function in surveys in case of imputation for zero inflated data
Brigitte Gelein, Guillaume Chauvet
Item non-response in surveys is usually handled by single imputation, whose main objective is to reduce the non-response bias. Imputation methods need to be adapted to the study va…
Corrected portmanteau tests for VAR models with time-varying variance
Valentin Patilea, Hamdi Raïssi
The problem of test of fit for Vector AutoRegressive (VAR) processes with unconditionally heteroscedastic errors is studied. The volatility structure is deterministic but time-vary…