Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Ghislain Verdier"'
Publikováno v:
Stochastic Processes and their Applications. 147:423-455
Let $\boldsymbol{X}=(X_t)_{t\ge 0}$ be a process behaving as a general increasing Lévy process (subordinator) prior to hitting a given unknown level $m_0$, then behaving as another different subordinator once this threshold is crossed. This paper ad
Autor:
Sophie Mercier, Ghislain Verdier
Publikováno v:
Applied Stochastic Models in Business and Industry.
Autor:
Ivan Kojadinovic, Ghislain Verdier
Publikováno v:
Electronic Journal of Statistics
Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2021, 15 (1), pp.773-829. ⟨10.1214/21-EJS1798⟩
Electron. J. Statist. 15, no. 1 (2021), 773-829
Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2021, 15 (1), pp.773-829. ⟨10.1214/21-EJS1798⟩
Electron. J. Statist. 15, no. 1 (2021), 773-829
The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures based on d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7b2c3110eaa618b755249106be7749ba
https://hal-univ-pau.archives-ouvertes.fr/hal-03125109
https://hal-univ-pau.archives-ouvertes.fr/hal-03125109
Autor:
Ghislain Verdier
Publikováno v:
Communications in Statistics-Theory and Methods
Communications in Statistics-Theory and Methods, Taylor & Francis, 2020, 49 (8), pp.1818-1839
Communications in Statistics-Theory and Methods, Taylor & Francis, 2020, 49 (8), pp.1818-1839
In change detection problem, the distribution of a series of observations can change at some unknown instant. The aim of on-line change detection rule is to detect this change, as rapidly as possib...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c23f54e69ca051f96f3379dd7f9972c7
https://hal.archives-ouvertes.fr/hal-02021071
https://hal.archives-ouvertes.fr/hal-02021071
Publikováno v:
Communications in Statistics-Theory and Methods
Communications in Statistics-Theory and Methods, Taylor & Francis, 2018, 47 (15), pp.3687-3714. ⟨10.1080/03610926.2017.1361988⟩
ESREL 2016
ESREL 2016 (Annual European Safety and Reliability Conference)
ESREL 2016 (Annual European Safety and Reliability Conference), 2016, Glasgow, United Kingdom
Scopus-Elsevier
HAL
Communications in Statistics-Theory and Methods, Taylor & Francis, 2018, 47 (15), pp.3687-3714. ⟨10.1080/03610926.2017.1361988⟩
ESREL 2016
ESREL 2016 (Annual European Safety and Reliability Conference)
ESREL 2016 (Annual European Safety and Reliability Conference), 2016, Glasgow, United Kingdom
Scopus-Elsevier
HAL
International audience; In reliability theory, a widely used process to model the phenomena of the cumulative deterioration of a system over time is the standard gamma process. Based on several restrictions, such as a constant variance-to-mean ratio,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2637905a55e910bdcdb8d5f4345709f1
https://hal.archives-ouvertes.fr/hal-01576969/file/P28ALMASRYMERCIERVERDIERPreprint.pdf
https://hal.archives-ouvertes.fr/hal-01576969/file/P28ALMASRYMERCIERVERDIERPreprint.pdf
Publikováno v:
Methodology and Computing in Applied Probability
Methodology and Computing in Applied Probability, Springer Verlag, 2017, 19 (1), pp.213-235. ⟨10.1007/s11009-015-9474-3⟩
Methodology and Computing in Applied Probability, Springer Verlag, 2017, 19 (1), pp.213-235. ⟨10.1007/s11009-015-9474-3⟩
In reliability theory, many papers use a standard Gamma process to model the evolution of the cumulative deterioration of a system over time. When the variance-to-mean ratio of the system deterioration level varies over time, the standard Gamma proce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d2a926b3248334a05dad7321ebbb79f8
https://hal.archives-ouvertes.fr/hal-01247062
https://hal.archives-ouvertes.fr/hal-01247062
Publikováno v:
MMR 2017 (International Conference on Mathematical Methods on Reliability)
MMR 2017 (International Conference on Mathematical Methods on Reliability), 2017, Grenoble, France
HAL
MMR 2017 (International Conference on Mathematical Methods on Reliability), 2017, Grenoble, France
HAL
International audience; A standard gamma process is widely used for cumulative deterioration modeling purpose and to make prediction over the system future behavior. However, this process may be restrictive within an applicative context since its var
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::cedb31a42c28b039c358f112ca126715
https://hal.archives-ouvertes.fr/hal-01577016/document
https://hal.archives-ouvertes.fr/hal-01577016/document
Autor:
Ghislain Verdier
Publikováno v:
Journal of Statistical Planning and Inference
Journal of Statistical Planning and Inference, Elsevier, 2013, 143, pp.2151--2159
Journal of Statistical Planning and Inference, Elsevier, 2013, 143, pp.2151--2159
The most popular multivariate control chart for monitoring the mean of a distribution is probably the Hotelling T2 rule. Unfortunately, this rule relies on the assumption that the distribution under control is Gaussian, which is rarely true in practi
Publikováno v:
Statistical Methodology
Statistical Methodology, Elsevier, 2016, 33, pp.96-113. ⟨10.1016/j.stamet.2016.08.003⟩
Statistical Methodology (33), 96–113. (2016)
Statistical Methodology, Elsevier, 2016, 33, pp.96-113. ⟨10.1016/j.stamet.2016.08.003⟩
Statistical Methodology (33), 96–113. (2016)
A new statistical approach for on-line change detection in uncertain dynamic system is proposed. In change detection problem, the distribution of a sequence of observations can change at some unknown instant. The goal is to detect this change, for ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6c2db382ba1d4c1e624edb25932d5594
https://hal.archives-ouvertes.fr/hal-01581265
https://hal.archives-ouvertes.fr/hal-01581265
Publikováno v:
Computational Statistics and Data Analysis
Computational Statistics and Data Analysis, Elsevier, 2008, 52 (9), pp.4161-4174. ⟨10.1016/j.csda.2008.01.026⟩
Computational Statistics and Data Analysis, Elsevier, 2008, 52 (9), pp.4161-4174. ⟨10.1016/j.csda.2008.01.026⟩
aeres : ACL; International audience; Statistical methods dealing with change detection and isolation in dynamical systems are based on algorithms deriving from hypothesis testing. As for any statistical test, the problem of threshold choice has to be