Search results for "Bust"
showing 10 items of 1000 documents
Sample-size calculation and reestimation for a semiparametric analysis of recurrent event data taking robust standard errors into account
2014
In some clinical trials, the repeated occurrence of the same type of event is of primary interest and the Andersen-Gill model has been proposed to analyze recurrent event data. Existing methods to determine the required sample size for an Andersen-Gill analysis rely on the strong assumption that all heterogeneity in the individuals' risk to experience events can be explained by known covariates. In practice, however, this assumption might be violated due to unknown or unmeasured covariates affecting the time to events. In these situations, the use of a robust variance estimate in calculating the test statistic is highly recommended to assure the type I error rate, but this will in turn decr…
A macroeconomic analysis of the public investments in European combined transport
2009
Intermodal transport has been recognized as a priority by the European Union, that has defined different budget allocations of investments to improve the shifting from road to intermodal transport, which is more sustainable. In this context, the main aim of the paper is to discuss the macroeconomic effects, in terms of economic growth, welfare and trade, of these public investments for combined transport, which aspects have been neglected in literature. A multi-country computable general equilibrium model has been used. The main results have been that the European Union benefits from these investments, but at international level, USA and Japan would lose in terms of welfare. Furthermore, th…
Recursive estimation of the conditional geometric median in Hilbert spaces
2012
International audience; A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online estimation. The weights are controlled by a kernel function and an associated bandwidth. Almost sure convergence and L2 rates of convergence are proved under general conditions on the conditional distribution as well as the sequence of descent steps of the algorithm and the sequence of bandwidths. Asymptotic normality is also proved for the averaged version of the algorithm with an optimal rate of convergence. A simulation study confirm…
Multivariate nonparametric tests of independence
2005
New test statistics are proposed for testing whether two random vectors are independent. Gieser and Randles, as well as Taskinen, Kankainen, and Oja have introduced and discussed multivariate extensions of the quadrant test of Blomqvist. This article serves as a sequel to this work and presents new multivariate extensions of Kendall's tau and Spearman's rho statistics. Two different approaches are discussed. First, interdirection proportions are used to estimate the cosines of angles between centered observation vectors and between differences of observation vectors. Second, covariances between affine-equivariant multivariate signs and ranks are used. The test statistics arising from these …
Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence
2016
The geometric median, also called L 1 -median, is often used in robust statistics. Moreover, it is more and more usual to deal with large samples taking values in high dimensional spaces. In this context, a fast recursive estimator has been introduced by Cardot et?al. (2013). This work aims at studying more precisely the asymptotic behavior of the estimators of the geometric median based on such non linear stochastic gradient algorithms. The L p rates of convergence as well as almost sure rates of convergence of these estimators are derived in general separable Hilbert spaces. Moreover, the optimal rates of convergence in quadratic mean of the averaged algorithm are also given.
Kardar–Parisi–Zhang scaling in kinetic roughening of fire fronts
1999
Abstract We show that the roughening of fire fronts in slow combustion of paper [7] follows the scaling predictions of the Kardar–Parisi–Zhang equation with thermal noise. By improved experimental accuracy it is now possible to observe the short-time and short-range correlations of the interfaces. These do not adhere to any standard picture, and in particular, do not seem to be related to any of the existing models of front propagation in the presence of quenched disorder.
Ancestral processes in population genetics-the coalescent.
2000
A special stochastic process, called the coalescent, is of fundamental interest in population genetics. For a large class of population models this process is the appropriate tool to analyse the ancestral structure of a sample of n individuals or genes, if the total number of individuals in the population is sufficiently large. A corresponding convergence theorem was first proved by Kingman in 1982 for the Wright-Fisher model and the Moran model. Generalizations to a large class of exchangeable population models and to models with overlying mutation processes followed shortly later. One speaks of the "robustness of the coalescent, as this process appears in many models as the total populati…
New adaptive synchronization algorithm for a general class of complex hyperchaotic systems with unknown parameters and its application to secure comm…
2022
Abstract The aim of this report is to investigate an adaptive synchronization (AS) for the general class of complex hyperchaotic models with unknown parameters and a new algorithm to achieve this type of synchronization is proposed. Owing to the intricacy behavior of hyperchaotic models that could be effective in secure communications, the special control based on adaptive laws of parameters is constructed analytically, and the corresponding simulated results are performed to validate the algorithm’s accuracy. The complex Rabinovich model is utilized as an enticing example to examine the proposed synchronization technique. A strategy for secure communication improving the overall cryptosyst…
Multivariate Nonparametric Tests
2004
Multivariate nonparametric statistical tests of hypotheses are described for the one-sample location problem, the several-sample location problem and the problem of testing independence between pairs of vectors. These methods are based on affine-invariant spatial sign and spatial rank vectors. They provide affine-invariant multivariate generalizations of the univariate sign test, signed-rank test, Wilcoxon rank sum test, Kruskal–Wallis test, and the Kendall and Spearman correlation tests. While the emphasis is on tests of hypotheses, certain references to associated affine-equivariant estimators are included. Pitman asymptotic efficiencies demonstrate the excellent performance of these meth…
Robust Mean Field Games
2015
Recently there has been renewed interest in large-scale games in several research disciplines, with diverse application domains as in the smart grid, cloud computing, financial markets, biochemical reaction networks, transportation science, and molecular biology. Prior works have provided rich mathematical foundations and equilibrium concepts but relatively little in terms of robustness in the presence of uncertainties. In this paper, we study mean field games with uncertainty in both states and payoffs. We consider a population of players with individual states driven by a standard Brownian motion and a disturbance term. The contribution is threefold: First, we establish a mean field syste…