Person:225970

Available identifiers

zbMath Open broniatowski.michelMaRDI QIDQ225970

List of research outcomes

Publication	Date of Publication	Type
A Precise Bare Simulation Approach to the Minimization of Some Distances. I. Foundations	2024-03-19	Paper
On a cornerstone of bare-simulation distance/divergence optimization	2024-01-16	Paper
Aggregated tests based on supremal divergence estimators for non-regular statistical models	2024-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q5097121	2022-08-19	Paper
A Unifying Framework for Some Directed Distances in Statistics	2022-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q3379773	2021-09-27	Paper
Continuous indetermination and average likelihood minimization	2021-05-04	Paper
A constructive method to minimize couple matchings	2020-12-29	Paper
Minimum divergence estimators, Maximum Likelihood and the generalized bootstrap	2020-11-03	Paper
A two‐step proximal‐point algorithm for the calculus of divergence‐based estimators in finite mixture models	2020-04-28	Paper
Testing the number and the nature of the components in a mixture distribution	2020-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q5225971	2019-07-29	Paper
Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence	2019-07-10	Paper
Uniform minimum risk equivariant estimates for moment condition models	2019-04-25	Paper
Simulation in exponential families	2018-07-13	Paper
Small Variance Estimators for Rare Event Probabilities	2018-04-16	Paper
A Weighted Bootstrap Procedure for Divergence Minimization Problems	2017-07-18	Paper
Interpolation and Extrapolation Optimal Designs 2	2017-05-03	Paper
Estimation for Models Defined by Conditions on Their L-Moments	2017-04-28	Paper
A Gibbs Conditional theorem under extreme deviation	2016-10-13	Paper
Generalized EM Algorithms for Minimum Divergence Estimation	2016-05-25	Paper
Interpolation and Extrapolation Optimal Designs 1	2016-04-21	Paper
A Sharp Abelian Theorem for the Laplace Transform	2015-06-24	Paper
Light tails: all summands are large when the empirical mean is large	2015-01-23	Paper
Long runs under a conditional limit distribution	2014-11-21	Paper
Minimum divergence estimators, maximum likelihood and exponential families	2014-08-08	Paper
Weighted Sampling, Maximum Likelihood and Minimum Divergence Estimators	2014-04-16	Paper
Some overview on unbiased interpolation and extrapolation designs	2014-03-20	Paper
Light tails: Gibbs conditional principle under extreme deviation	2013-05-15	Paper
A Convergence Result for a Class of Asymptotically Linear Estimators	2012-10-29	Paper
Upper Bounds for the Error in Some Interpolation and Extrapolation Designs	2012-10-29	Paper
Several Applications of Divergence Criteria in Continuous Families	2012-10-02	Paper
Divergences and duality for estimation and test under moment condition models	2012-09-04	Paper
Decomposable pseudodistances and applications in statistical estimation	2012-09-04	Paper
Weighted sampling, Maximum Likelihood and minimum divergence estimators	2012-07-27	Paper
A conditional limit theorem for random walks under extreme deviation	2012-06-29	Paper
Stretched random walks and the behaviour of their summands	2012-05-27	Paper
Towards zero variance estimators for rare event probabilities	2011-04-07	Paper
Dual divergence estimators and tests: robustness results	2010-11-25	Paper
Long runs under point conditioning. The real case	2010-10-18	Paper
Bivariate Cox model and copulas	2009-11-07	Paper
Importance Sampling for rare events and conditioned random walks	2009-10-09	Paper
Parametric estimation and tests through divergences and the duality technique	2008-12-10	Paper
Estimation and tests for models satisfying linear constraints with unknown parameter	2008-11-21	Paper
Minimization of φ-divergences on sets of signed measures	2007-05-08	Paper
Optimality and bias of some interpolation and extrapolation designs	2007-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q5493787	2006-10-16	Paper
An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses	2006-10-05	Paper
On Sharp Large Deviations for Sums of Random Vectors and Multidimensional Laplace Approximation	2006-06-09	Paper
Blowing number of a distribution for a statistics and loyal estimators	2005-04-21	Paper
Large deviation principle for sequential rank processes	2003-02-10	Paper
A self-adaptive technique for the estimation of the multifractal spectrum.	2001-01-01	Paper
Large-deviation probability and the local dimension of sets	2000-11-14	Paper
Simulation de lois conjuguées et application à l'estimation de la transformée de Cramer dans ℝd	2000-03-30	Paper
Strong laws for sums of extreme values	1999-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q4220486	1998-11-23	Paper
Note on functional large deviation principle for fractional ARIMA processes	1998-01-01	Paper
Functional Erdős-Rényi laws for processes indexed by sets	1997-09-08	Paper
The mean residual life function at great age: Applications to tail estimation	1996-09-24	Paper
Tauberian theorems, Chernoff inequality and the tail behavior of finite convolutions of distribution functions	1996-02-20	Paper
Extended large deviations	1994-10-17	Paper
https://portal.mardi4nfdi.de/entity/Q3141114	1994-01-19	Paper
On the estimation of the Weibull tail coefficient	1993-08-30	Paper
https://portal.mardi4nfdi.de/entity/Q3034595	1990-01-01	Paper
On the relationship between stability of extreme order statistics and convergence of the maximum likelihood kernel density estimate	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3482628	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3777169	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3780187	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3785685	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3727141	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3221137	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3925693	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4746676	1981-01-01	Paper

Research outcomes over time

This page was built for person: Michel Broniatowski