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We consider the problem of statistical inference on unknown quantities structured as a multiway table. We show that such multiway tables are naturally formed by arranging regression coecients in comp...
In a context where most published articles are devoted to thedevelopment of “new meth-ods”, comparison studies are generally appreciated by readers but surprisingly given poor consideration by many sc...
The performance of known and new parametric estimators for Archimedean copulas is investigated, with special focus on large dimensions. In particular,method-of-moments-like estimators based on pairwis...
This paper presents the application of a particle filter for data assimilation in the context of puff-based dispersion models. Particle filters provide estimates of the higher moments, and are well su...
Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine lear...
There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warmi...
The aim of this paper is to compare three regularized particle filters in an online data processing context. We carry out the comparison in terms of hidden states filtering and parameter estimation, c...

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