Dependent data

In this paper, we consider constructing reliable confidence intervals for regression parameters using robust M-estimation allowing for the possibility of time series correlation among the errors. The change of variance function is used to approximate the theoretical coverage ...

The study of existing work shows that many of the asymptotic results obtained in the context of nonparametric statistics for right censored observations are based on the properties of the Kaplan-Meier estimator of the survival function. So, since this estimator was generalized by Patilea  and Rolin [2006] to the case of the twice censorship model, it became interesting to study the properties of the last estimator (the Patilea-Rolin estimator), this is the main purpose of this thesis. More precisely, we are interested in this type of censorship with strong mixing processes. In this framework, after deducing the law of the iterated logarithm for the Patilea-Rolin estimator, we show the uniform almost complete convergence of the distribution function estimators, with rate, first for the empirical distribution function based on α-mixing data. Then, in the case of left censorship, and under the same hypothesis of dependence, we specify the rate of this convergence for the estimator of the distribution function (which is deduced from that of Kaplan-Meier by inverting the time). We then exploit these two previous results to obtain the rate of the almost complete convergence of the Patilea-Rolin estimator as well as the kernel estimator of the cumulative failure rate, based on α-mixing data. To support our theoretical study, we present a simulation study accompanied by an application on real data.

Starting from the result of Patilea and Rolin [2006], the kernel estimation of the density function for this model, was proposed by Kitouni et al. [2015]. Based on our previous results, we then continue the study of this last estimator under the condition of strong mixing. We establish its rate of the uniform almost complete convergence as well as that of the kernel failure rate estimator. It should be noted that the rates proposed in this thesis, under the condition of the strong mixing, are identical to those obtained for independent data.

Keywords : α-mixing, censorship model, almost complete convergence, distribution, density, failure rate, nonparametric estimators, kernel estimators, law of the iterated logarithm.

Many applications of wireless sensor networks (WSN) require information about the geographic location of each sensor node. Devices that form WSN are expected to be remotely deployed in large numbers in a sensing field, and to self-organize to perform sensing and acting task. The goal of localization is to assign geographic coordinates to each device with unknown position in the deployment area. Recently, the popular strategy is to apply optimization algorithms to solve the localization problem. In this paper, we address issues associated with the application of heuristic techniques to accurate localization of nodes in a WSN system. We survey and discuss the location systems based on simulated annealing, genetic algorithms and evolutionary strategies. Finally, we describe and evaluate our methods that combine trilateration and heuristic optimization. Keywords—evolutionary strategy, genetic algorithm, localization, location systems, nonconvex optimization, simulated annealing, wireles...

Digital preservation aims at maintaining digital objects accessible over long periods of time, ensuring the authenticity and integrity of these digital objects. In this paper, we propose three different approaches to address the digital preservation problem. First, we survey the main requirements specific to the preservation arena. Next, we show how digital preservation can be approached as a specific case of System of Systems Engineering. Then, we introduce Enterprise Architecture as a framework which is regularly used to ...

Abstract: We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically distribution free under the no change ...

A new intermediate coupled model (ICM) is presented and employed to make retrospective predictions of tropical Pacific sea surface temperature (SST) anomalies. The ocean dynamics is an extension of the McCreary baroclinic modal model to include varying stratification and certain nonlinear effects. A standard configuration is chosen with 10 baroclinic modes plus two surface layers, which are governed by Ekman dynamics and simulate the combined effects of the higher baroclinic modes from 11 to 30. A nonlinear correction associated with vertical advection of zonal momentum is incorporated and applied (diagnostically) only within the two surface layers, forced by the linear part through nonlinear advection terms. As a result of these improvements, the model realistically simulates the mean equatorial circulation and its variability. The ocean thermodynamics include an SST anomaly model with an empirical parameterization for the temperature of subsurface water entrained into the mixed la...

This paper examines modeling and inference questions for experiments in which different subsets of a set of k possibly dependent components are tested in r different environments. In each environment, the failure times of the set of components on test is assumed to be governed by a particular type of multivariate exponential (MVE) distribution. For any given component tested in

As infecções do sítio cirúrgico (ISC) por sua elevada incidência e repercussões associadas, representam importante problema dentre as infecções hospitalares. Objetivou-se neste estudo determinar a incidência da ISC de pacientes submetidos à cirurgia para obesidade mórbida (COM) e gástrica por outras causas (CGOC), durante a internação e após alta. Foram acompanhados em dois hospitais terciários, de ensino da cidade de São Paulo, entre agosto de 2001 e março de 2002, conforme metodologia NISS, 158 pacientes, sendo 81 submetidos à COM e 77 à CGOC, por um período de 30dias. Notificou-se 64 ISC, 6,3% durante a internação e 34,1% após a alta. Durante a internação, a incidência de ISC foi de 5,0% no grupo COM e de 7,8% no CGOC e com a vigilância pós-alta, estas taxas aumentaram para 55,6% e 24,7%, respectivamente, demonstrando que vigilância pós-alta no pacientes cirúrgico é uma importante ferramenta para obter dados confiáveis e redirecionar as políticas de prevenção e controle da ISC.

The state of demersal fishery in the Southern Adriatic Sea (GFCM-GSA 18, Central Mediterranean), years 1996–2003, from a biological, social and economic point of view was analysed using 47 indicators: 22 biological indicators obtained from fishery-independent data through yearly experimental bottom trawl surveys (“Medits” Programme), and 25 socio-economic indicators estimated from fishery-dependent data, available from the monitoring system of the

Résumé: Soit une chaîne de Markov X , positive récurrente ergodique de mesure stationnaireet une U-statistique basée sur cette chaîne. Les propriétés asymptotiques des U-statistiques basées sur des v.a. indépendantes and iden- tiquement distribuées sont bien connues depuis les années 60 mais font actuelle- ment l'objet de travaux intensifs dans le cadre de données dépendantes. Le but de ce travail est de développer une alternative aux méthodes de couplage, adap- tée aux processus regénératifs (ou pseudo-regénératifs).En eet, il est connu que les chaines Harris récurrentes peuvent être découpées en un nombre (aléa- toire) de blocs de regénération i.i.d. . Nous développons cette approche dans le cadre des U-statistiques de chaînes Harris récurrentes. Nous établissons une loi forte, des théorèmes centraux limites et des bornes de type Berry-Esséen pour des U-statistiques sous des hypothèses faibles. Etendant les idées de (4), nous proposons également une méthode de bootstrap regén...