49 results on '"Ngatchou-Wandji, Joseph"'
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2. A Cramér–von Mises test for a class of mean time dependent CHARN models with application to change-point detection
3. Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces
4. Detecting weak changes in the mean of a class of nonlinear heteroscedastic models.
5. On change-points tests based on two-samples U-Statistics for weakly dependent observations
6. On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics.
7. Testing nonstationary and absolutely regular nonlinear time series models
8. Testing for serial independence in vector autoregressive models
9. Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
10. Change-Point Detection in the Volatility of Conditional Heteroscedastic Autoregressive Nonlinear Models.
11. Work-related asthma in France: recent trends for the period 2001–2009
12. On Testing for the Nullity of Some Skewness Coefficients
13. A class of goodness-of-fit tests for the Rayleigh distribution based on conditional expectation
14. A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models
15. Testing for symmetry in multivariate distributions
16. A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
17. Local power of a Cramér–von Mises type test for parametric autoregressive models of order one
18. On detecting weak changes in the mean of CHARN models
19. On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization.
20. Work-related asthma in France: recent trends for the period 2001–2009
21. A characteristic function based test for serial independence in vector autoregressive models
22. A locally optimal test with application to financial data
23. Consistency of the Kaplan-Meier Estimator of the Survival Function in Competiting Risks
24. A Locally Asymptotically Optimal Test With Application to Financial Data
25. Inferences in poverty indices : An empirical processes approah
26. A locally asymptotically optimal test for ARCH models
27. Definition of populations at high risk of lung cancer: A model including occupational factors based on the absolute risk in males
28. Testing for conditional symmetry in absolutely regular and possibly nonstationary dynamical models
29. Asymptotic normality of binned kernel density estimators for non-stationary dependent random variables
30. Comportement asymptotique de l'estimateur à noyau de la densité, avec données discrétisées, pour des champs aléatoires dépendants et non-stationnaires
31. Behavior of binned kernel density estimators for non-stationary random fields
32. On choosing a mixture model for clustering
33. Recent Tests for Symmetry with Multivariate and Structured Data: A Review
34. Asymptotic inference in poverty indices: an empirical processes approach.
35. Bayesian Modelling of PWR Vessels Flaw Distributions
36. Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields.
37. A Nonparametric Goodness-of-fit Test for a Class of Parametric Autoregressive Models
38. On Choosing a Mixture Model for Clustering.
39. On the Zero-Inflated Count Models with Application to Modelling Annual Trends in Incidences of Some Occupational Allergic Diseases in France.
40. Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models.
41. Checking nonlinear heteroscedastic time series models
42. Weak convergence of some marked empirical processes: Application to testing heteroscedasticity.
43. Nonparametric Estimation of the Density Function of the Distribution of the Noise in CHARN Models.
44. A Non-parametric Test for Generalized First-order Autoregressive Models.
45. On detecting weak changes in the mean of CHARN models
46. E-Bayesian Estimation under Loss Functions in Competing Risks.
47. Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
48. On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization
49. Testing for serial independence in vector autoregressive models
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