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The Equi-Energy Sampler (EES) introduced by Kou et al. [2006] is based on a population of chains which are updated by local moves and equi-energy jumps. This algorithm has been developed to facilitate global moves between the different chains, resulting in a good exploration of the states space by the target chain. This method seems to be more efficient… (More)

In the Bayesian stochastic search variable selection framework, a common prior distribution for the regression coefficients is the g-prior of Zellner [1986]. However, there are two standard cases in which the associated covariance matrix does not exist, and the conventional prior of Zellner can not be used: if the number of observations is lower than the… (More)

A numerical method to approximate ruin probabilities is proposed within the frame of a compound Poisson ruin model. The defective density function associated to the ruin probability is projected in an orthogonal polynomial system. These polynomials are orthogonal with respect to a probability measure that belongs to Natural Exponential Family with Quadratic… (More)

In this paper we propose a smooth test of comparison for the marginal distributions of two possibly dependent strictly stationary sequences. We first state a general test procedure. Several cases of dependence are then investigated, allowing to cover various real situations. The test is applied to both simulated data and real datasets obtained from… (More)

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