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Akademický článek

Integral Functionals and the Bootstrap for the Tail Empirical Process.

Autor: Ivanoff, B. Gail¹ (AUTHOR) givanoff@uottawa.ca, Kulik, Rafal¹ (AUTHOR), Loukrati, Hicham¹ (AUTHOR)

Publikováno v: Extremes. Mar2023, Vol. 26 Issue 1, p1-41. 41p.

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A Compensator Characterization of Planar Point Processes

Autor: Ivanoff, B. Gail

Martingale techniques play a fundamental role in the analysis of point processes on the real line. In particular, the compensator of a point process uniquely determines and is determined by its distribution, and an explicit formula involving conditio

Externí odkaz: http://arxiv.org/abs/1309.0685

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Optimal detection of a change-set in a spatial Poisson process

Autor: Ivanoff, B. Gail, Merzbach, Ely

Publikováno v: Annals of Applied Probability 2010, Vol. 20, No. 2, 640-659

We generalize the classic change-point problem to a "change-set" framework: a spatial Poisson process changes its intensity on an unobservable random set. Optimal detection of the set is defined by maximizing the expected value of a gain function. In

Externí odkaz: http://arxiv.org/abs/1009.5748

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Hazard Estimation under Generalized Censoring

Autor: Aguirre, Alberto Carabarin, Ivanoff, B. Gail

Publikováno v: Electronic Journal of Statistics, Vol. 3 (2009) 349-375

This paper focuses on the problem of the estimation of the cumulative hazard function of a distribution on a general complete separable metric space when the data points are subject to censoring by an arbitrary adapted random set. A problem involving

Externí odkaz: http://arxiv.org/abs/0812.2987

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