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In this paper, we generalize several works in the extreme value theory for the estimation of the extreme value index and the second order parameter. Weak consistency and asymptotic normality are proven under classical assumptions. Some numerical simulations and computations are also performed to illustrate the finite-sample and the limiting behavior of the… (More)

- Valérian Chambon, Nicolas Franck, +4 authors Chlöé Farrer
- Brain : a journal of neurology
- 2008

Executive dysfunctions have long been considered a common feature of schizophrenia. However, due to their extreme heterogeneity, it is not clear whether these impairments take place at a particular level of executive functioning or non-specifically affect various aspects of behavioural control. To answer this question, we used an experimental paradigm based… (More)

- Catherine Rouby, Thierry Thomas-Danguin, +7 authors Gilles Sicard
- International journal of otolaryngology
- 2011

The LCOT is a self-administered test designed to assess olfactory deficits. Altogether, 525 subjects contributed to the validation. Elderly participants were well represented in this sample. In a validation study (study 1), 407 healthy and 17 anosmic volunteers between 15 and 91 years of age underwent threshold, supraliminal detection, and identification… (More)

- Gabriela Ciuperca, Valerie Girardin, Loïck Lhote
- IEEE Transactions on Information Theory
- 2011

We study entropy rates of random sequences for general entropy functionals including the classical Shannon and Rényi entropies and the more recent Tsallis and Sharma-Mittal ones. In the first part, we obtain an explicit formula for the entropy rate for a large class of entropy functionals, as soon as the process satisfies a regularity property known… (More)

This paper considers M-estimation of a nonlinear regression model with multiple changepoints occuring at the unknown times. The multi-phase random design regression model, discontinuous in each change-point, have an arbitrary error ε. In the case when the number of jumps is known, the M-estimator of the locations of the breaks and of regression parameters… (More)

Résumé Le papier considère un modèle paramétrique avec et sans points de rupture. Les paramètres du modèle sont estimés en utilisant la méthode LAD. L’intérêt de cette méthode par rapport aux méthodes “traditionnelles” est qu’elle permet d’obtenir des estimateurs robusts, surtout quand le modèle contient des outliers. On considère également un estimateur… (More)

We consider a multi-phase random regression model, discontinuous in each changepoint, with an arbitrary error ε. In the case that the number of jumps is known, the M-estimator for the locations of the jumps and for the coefficient parameters are studied. These estimators are consistent and the distribution for the estimators of the coefficients is Gaussian.… (More)

The paper considers two-phase random design linear regression models. The errors and the regressors are stationary long-range dependent Gaussian. The regression parameters, the scale parameters and the change-point are estimated using a method introduced by Rousseeuw and Yohai [33]. This is called S-estimator and it has the property that is more robust than… (More)

In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the alternative of one change in the regression parameters. The asymptotic behaviour of the empirical likelihood statistic under the… (More)

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