2 papers
stat.ME2020
Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables
Stefka Asenova, Gildas Mazo, Johan Segers
A Markov tree is a probabilistic graphical model for a random vector indexed by the nodes of an undirected tree encoding conditional independence relations between variables. One p…
math.ST2018
Parametric versus nonparametric: the fitness coefficient
Gildas Mazo, François Portier
The fitness coefficient, introduced in this paper, results from a competition between parametric and nonparametric density estimators within the likelihood of the data. As illustra…