Zobrazeno 1 - 10
of 298
pro vyhledávání: '"Lefèvre Claude"'
Autor:
Lefèvre Claude, Picard Philippe
Publikováno v:
Dependence Modeling, Vol 11, Iss 1, Pp 1-21 (2023)
The central mathematical tool discussed is a non-standard family of polynomials, univariate and bivariate, called Abel-Goncharoff polynomials. First, we briefly summarize the main properties of this family of polynomials obtained in the previous work
Externí odkaz:
https://doaj.org/article/67b82a141b294fb9bdcb184c4fa9f1a7
Autor:
Lefèvre Claude
Publikováno v:
Dependence Modeling, Vol 9, Iss 1, Pp 225-242 (2021)
Schur-constant vectors are used to model duration phenomena in various areas of economics and statistics. They form a particular class of exchangeable vectors and, as such, rely on a strong property of symmetry. To broaden the field of applications,
Externí odkaz:
https://doaj.org/article/148168ffd58944a2bd401d15cdea297d
Autor:
Daly, Fraser, Lefèvre, Claude
We explore two aspects of geometric approximation via a coupling approach to Stein's method. Firstly, we refine precision and increase scope for applications by convoluting the approximating geometric distribution with a simple translation selected b
Externí odkaz:
http://arxiv.org/abs/2309.07611
Akademický článek
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Autor:
Lefèvre, Claude1 (AUTHOR) claude.lefevre@ulb.be, Tamturk, Muhsin2 (AUTHOR) mcarenzo@antaresglobal.com, Utev, Sergey3 (AUTHOR) epindexsn@gmail.com, Carenzo, Marco2 (AUTHOR)
Publikováno v:
Risks. May2024, Vol. 12 Issue 5, p83. 16p.
Publikováno v:
In Insurance Mathematics and Economics November 2022 107:123-139
Autor:
Lefèvre, Claude, Simon, Matthieu
Publikováno v:
Probability in the Engineering & Informational Sciences; Jul2024, Vol. 38 Issue 3, p1-20, 20p
Publikováno v:
In Journal of Multivariate Analysis July 2019 172:47-58
A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on Poisson a
Externí odkaz:
http://arxiv.org/abs/0912.1448
Autor:
LEFÈVRE, CLAUDE, PICARD, PHILIPPE
Publikováno v:
Journal of Applied Probability, 2018 Jan 01. 55(2), 593-609.
Externí odkaz:
https://www.jstor.org/stable/45277514