Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Mohamed El Machkouri"'
Autor:
Moise Coëffier, Mohamed El Machkouri, Clément L'Huillier, Vanessa Folope, Hélène Lelandais, Sébastien Grigioni, Pierre Déchelotte, Najate Achamrah
Publikováno v:
Clinical Nutrition. 41:2013-2024
Measuring body composition is an important issue to phenotype patients with obesity and to follow the nutritional care efficiency. Bioelectrical Impedance Analysis (BIA) is a simple and rapid technique. However, validity of BIA in patients with obesi
Autor:
Mohamed El Machkouri, Amir Aboubacar
Publikováno v:
IEEE Transactions on Information Theory. 66:6378-6388
We consider the recursive estimation of the probability density function of continuous random variables from a strongly mixing random sample. We revisit here earlier research on this subject by considering a more general class of recursive estimators
Publikováno v:
Stochastic Processes and their Applications. 130:1853-1878
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition operator $P$ o
Recently, the elephant random walk has attracted a lot of attentions. A wide range of literature is available for the asymptotic behavior of the process, such as the central limit theorems, functional limit theorems and the law of iterated logarithm.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5739ceb505e40eebb4b893c602781c49
Publikováno v:
Journal of the Korean Statistical Society
Journal of the Korean Statistical Society, Elsevier, 2016, 45 (3), pp.329-341. ⟨10.1016/j.jkss.2015.12.001⟩
Journal of the Korean Statistical Society, Elsevier, 2016, 45 (3), pp.329-341. ⟨10.1016/j.jkss.2015.12.001⟩
The statistical analysis for equations driven by fractional Gaussian process (fGp) is relatively recent. The development of stochastic calculus with respect to the fGp allowed to study such models. In the present paper we consider the drift parameter
Publikováno v:
Journal of Multivariate Analysis
Journal of Multivariate Analysis, Elsevier, 2017, 156, pp.103-115. ⟨10.1016/j.jmva.2017.02.002⟩
Journal of Multivariate Analysis, Elsevier, 2017, 156, pp.103-115. ⟨10.1016/j.jmva.2017.02.002⟩
We investigate the local linear kernel estimator of the regression function g of a stationary and strongly mixing real random field observed over a general subset of the lattice Zd. Assuming that g is differentiable with derivative g, we provide a ne
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87a18017ccb89014e0fe0e1cbbcb52b6
https://hal.archives-ouvertes.fr/hal-02375097
https://hal.archives-ouvertes.fr/hal-02375097
Autor:
Mohamed El Machkouri, Davide Giraudo
Publikováno v:
Stochastics and Dynamics
Stochastics and Dynamics, World Scientific Publishing, 2016, 16 (05), pp.1650017. ⟨10.1142/S0219493716500179⟩
Stochastics and Dynamics, World Scientific Publishing, 2016, 16 (5)
Stochastics and Dynamics, World Scientific Publishing, 2016, 16 (05), pp.1650017. ⟨10.1142/S0219493716500179⟩
Stochastics and Dynamics, World Scientific Publishing, 2016, 16 (5)
We provide a new projective condition for a stationary real random field indexed by the lattice [Formula: see text] to be well approximated by an orthomartingale in the sense of Cairoli (1969). Our main result can be viewed as a multidimensional vers
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b58f3ff3e3aa29f94cf13bb412f03ad9
https://hal.archives-ouvertes.fr/hal-02375089
https://hal.archives-ouvertes.fr/hal-02375089
Autor:
Mohamed El Machkouri
Publikováno v:
Statistical Inference for Stochastic Processes
Statistical Inference for Stochastic Processes, Springer Verlag, 2007
Statistical Inference for Stochastic Processes, Springer Verlag, 2007
We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These estimators
Autor:
Mohamed El Machkouri
Publikováno v:
Stochastic Processes and their Applications
Stochastic Processes and their Applications, Elsevier, 2002, 102 (2), pp.285-299. ⟨10.1016/S0304-4149(02)00178-3⟩
Stochastic Processes and their Applications, Elsevier, 2002, 102 (2), pp.285-299. ⟨10.1016/S0304-4149(02)00178-3⟩
We establish new Kahane–Khintchine inequalities in Orlicz spaces induced by exponential Young functions for stationary real random fields which are bounded or satisfy some finite exponential moment condition. Next, we give sufficient conditions for
Autor:
Mohamed El Machkouri
Publikováno v:
Statistical Inference for Stochastic Processes
Statistical Inference for Stochastic Processes, Springer Verlag, 2013, 16 (3), pp.193-206. ⟨10.1007/s11203-013-9086-x⟩
Statistical Inference for Stochastic Processes, Springer Verlag, 2013, 16 (3), pp.193-206. ⟨10.1007/s11203-013-9086-x⟩
This paper establishes the asymptotic normality of frequency polygons in the context of stationary strongly mixing random fields indexed by $$\mathbb {Z}^d$$ . Our method allows us to consider only minimal conditions on the width bins and provides a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4f3592090ac1aeb3d65492c1f498cfc6
https://hal.archives-ouvertes.fr/hal-02375082
https://hal.archives-ouvertes.fr/hal-02375082