Yuri Goegebeur

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The estimation of the Pareto index in presence of covariate information is discussed. The Pareto index is modelled as a function of the explanatory variables and hence measures the tail heaviness of the conditional distribution of the response variable given this covariate information. The original response data are transformed in order to obtain(More)
Model checking with discrete data regressions can be dif®cult because the usual methods such as residual plots have complicated reference distributions that depend on the parameters in the model. Posterior predictive checks have been proposed as a Bayesian way to average the results of goodness-of-®t tests in the presence of uncertainty in estimation of the(More)
We consider a possible scenario of experimental analysis on heuristics for optimization: identifying the contribution of local search components when algorithms are evaluated on the basis of solution quality attained. We discuss the experimental designs with special focus on the role of the test instances in the statistical analysis. Contrary to previous(More)
Abstract. This paper deals with the nonparametric estimation of the conditional tail index in presence of random covariates. In particular, it is assumed that the conditional response distribution belongs to the max-domain of attraction of the extreme value distribution, and its tail index is estimated locally within a narrow neighborhood of the point of(More)
• The estimation of the extreme-value index γ based on a sample of independent and identically distributed random variables has received considerable attention in the extreme-value literature. However, the problem of combining data from several groups is hardly studied. In this paper we discuss the simultaneous estimation of tail indices when data on(More)
We consider a nonparametric regression estimator of conditional tails introduced by Goegebeur, Y., Guillou, A., Schorgen, G. (2012). Nonparametric regression estimation of conditional tails the random covariate case. It is shown that this estimator is uniformly strongly consistent on compact sets and its rate of convergence is given. AMS Subject Classi(More)
PROBLEM Specific pro-inflammatory cytokine profiles in plasma may characterize women with recurrent miscarriage (RM) but the dynamics of the cytokine profiles with progressing pregnancy is largely unknown. METHOD OF STUDY Plasma was repeatedly sampled in the first trimester from 47 RM patients. The concentrations of five cytokines including tumour(More)