Zobrazeno 1 - 10
of 184
pro vyhledávání: '"Kokonendji, Célestin C."'
Publikováno v:
Journal of Nonparametric Statistics, 2022
Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalized discrete associated-kernel estimator of a probability mass function. We show, under some regul
Externí odkaz:
http://arxiv.org/abs/2202.10078
Autor:
Somé, Sobom M., Kokonendji, Célestin C., Adjabi, Smail, Khan, Naushad A. Mamode, Beddek, Said
Publikováno v:
Computational Statistics 39(2), 905-937, 2024
A modified gamma kernel should not be automatically preferred to the standard gamma kernel, especially for univariate convex densities with a pole at the origin. In the multivariate case, multiple combined gamma kernels, defined as a product of univa
Externí odkaz:
http://arxiv.org/abs/2202.09314
Publikováno v:
Stats 2021, 4(1), 162-183
Multivariate nonnegative orthant data are real vectors bounded to the left by the null vector, and they can be continuous, discrete or mixed. We first review the recent relative variability indexes for multivariate nonnegative continuous and count di
Externí odkaz:
http://arxiv.org/abs/2101.08365
Autor:
Abid, Rahma, Kokonendji, Célestin C.
In both Tweedie and geometric Tweedie models, the common power parameter $p\notin(0,1)$ works as an automatic distribution selection. It mainly separates two subclasses of semicontinuous ($1
Externí odkaz:
http://arxiv.org/abs/2001.10892
We introduce a new class of Poisson-exponential-Tweedie (PET) mixture in the framework of generalized linear models for ultra-overdispersed count data. The mean-variance relationship is of the form $m+m^{2}+\phi m^{p}$, where $\phi$ and $p$ are the d
Externí odkaz:
http://arxiv.org/abs/1908.08764
We introduce some new indexes to measure the departure of any multivariate continuous distribution on non-negative orthant from a given reference one such the uncorrelated exponential model, similar to the relative Fisher dispersion indexes of multiv
Externí odkaz:
http://arxiv.org/abs/1906.09485
Akademický článek
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Autor:
Somé, Sobom M.1,2 (AUTHOR) sobom.some@uts.bf, Kokonendji, Célestin C.3,4 (AUTHOR), Belaid, Nawel5 (AUTHOR), Adjabi, Smail5 (AUTHOR), Abid, Rahma6 (AUTHOR)
Publikováno v:
Statistical Methods & Applications. Sep2023, Vol. 32 Issue 3, p843-865. 23p.
Tweedie regression models provide a flexible family of distributions to deal with non-negative highly right-skewed data as well as symmetric and heavy tailed data and can handle continuous data with probability mass at zero. The estimation and infere
Externí odkaz:
http://arxiv.org/abs/1609.03297
Autor:
Bonat, Wagner H., Jørgensen, Bent, Kokonendji, Célestin C., Hinde, John, Demétrio, Clarice G. B.
We propose a new class of discrete generalized linear models based on the class of Poisson-Tweedie factorial dispersion models with variance of the form $\mu + \phi\mu^p$, where $\mu$ is the mean, $\phi$ and $p$ are the dispersion and Tweedie power p
Externí odkaz:
http://arxiv.org/abs/1608.06888