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Kernel estimation of a probability density function supported on the unit interval has proved difficult, because of the well known boundary bias issues a conventional kernel density estimator would ne...
This paper considers edge interval estimation between two regions of a Synthetic Aperture Image which differ in texture. Different point estimation strategies under multiplicative noise are discussed ...
The paper builds upon a recent approach to find the approximate bounds of a real function using Polynomial Chaos expansions.
In this paper, we study nonparametric estimation of the L´evy density for L´evy processes, with and without Brownian component. For this, we consider n discrete time observations with st...
Hepatitis C virus (HCV) coinfection has become one of the most challenging clinical situations to manage in HIV-infected patients. Recently the effect of HCV coinfection on HIV dynamics following i...
We review some aspects of Bayesian and frequentist interval estimation, focusing first on their relative strengths and weaknesses when used in "clean" or "textbook" contexts. We then turn attention to...
For any class of one-sided 1− confidence intervals with a certain monotonicity ordering on the random confidence limit, the smallest interval, in the sense of the set inclusion for the differ...
Consider a linear regression model with independent and identically normally distributed random errors. Suppose that the parameter of interest is a specified linear combination of the regression par...
Some equations are obtained for the moments of the first passage time of a one-dimensional time-homogeneous diffusion process, through each of two accessible boundaries cr and fl, given that the pr...
We consider projection methods for the estimation of the cumulative distribution function under interval censoring, case 1. Such censored data also known as current status data, arise when the only in...
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relyin...
Exact expressions of the stochastic oscillatory integrals with the phase function, which is the quadratic Wiener functional obtained from the Malliavin derivative of the square norm of the Brownian sa...
We consider the mixed dicrete-continuous pattern of observation in a multi-state model; this is a classical pattern because very often clinical status is assessed at discrete visit times while time of...

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