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254 results on '"Provost, Serge B."'

105. A hybrid bandwidth selection methodology for kernel density estimation.

Author

Jiang, Min and Provost, Serge B.

Subjects
*HYBRID systems, *BANDWIDTHS, *KERNEL (Mathematics), *PARAMETER estimation, *RANKING (Statistics), *RESEARCH methodology, *MATHEMATICAL variables
Abstract

A bandwidth selection method that combines the concept of least-squares cross-validation and the plug-in approach is being introduced in connection with kernel density estimation. A simulation study reveals that this hybrid methodology outperforms some commonly used bandwidth selection rules. It is shown that the proposed approach can also be readily employed in the context of variable kernel density estimation. We conclude with two illustrative examples. [ABSTRACT FROM AUTHOR]

Published
2014
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112. THE GAMMA-WEIBULL DISTRIBUTION.

Author

Provost, Serge B., Saboor, Abdus, and Ahmad, Munir

Subjects
*WEIBULL distribution, *GAMMA functions, *PARAMETER estimation, *MAXWELL-Boltzmann distribution law, *MELLIN transform
Abstract

An extension of the Weibull distribution which involves an additional shape parameter is being proposed. Interestingly, the additional parameter acts somewhat as a location parameter while the support of the distribution remains the positive half-line. Since the gamma distribution is a particular case of this distribution, the latter is referred to as a gamma-Weibull distribution. The gamma-Weibull distribution is in fact a reparameterization of the generalized gamma distribution, which has received little attention in recent years. Some parameters of the gamma-Weibull model have a more straightforward interpretation than those associated with the generalized gamma distribution. Moreover, the gamma-Weibull distribution does not contain a threshold parameter. Accordingly, it readily lends itself to various estimation methodologies and exhibits regular asymptotics. Numerous distributions such as the Rayleigh, half-normal and Maxwell distributions can also be obtained as special cases. The moment generating function of a gamma -Weibull random variable is derived by making use of the inverse Mellin transform technique and expressed in terms of generalized hypergeometric functions. This provides computable representations of the moment generating functions of several of the distributions that were identified as particular cases. Other statistical functions such as the cumulative distribution function of a gamma-Weibull random variable, its moments, hazard rate and associated entropy are also given in closed form. The proposed reparametrization is utilized to model two data sets. The gamma-Weibull distribution provides a better fit than the two parameter Weibull model or its shifted counterpart, as measured by the Anderson-Darling and Cramer-von Mises statistics. [ABSTRACT FROM AUTHOR]

Published
2011

113. A GENERALIZED EXPONENTIAL-TYPE DISTRIBUTION.

Author

Provost, Serge B. and Mabrouk, I.

Subjects
*GAUSSIAN distribution, *DISTRIBUTION (Probability theory), *STANDARD deviations, *STATISTICAL reliability, *INVERSE Gaussian distribution, *BINOMIAL distribution, *ROBUST statistics, *ESTIMATION theory, *LEAST squares
Abstract

This article proposes a five-parameter exponential-type distribution whose exact moments and normalizing constant are obtained as inverse Mellin transforms and expressed as generalized hypergeometric functions. Several commonly used statistical distributions such as the gamma, Weibull and half-normal turn out to be particular cases of this generalized distribution. It is shown in a numerical example that the proposed distribution produces a better fit than the Weibull or inverse Gaussian distributions when used for modeling a data set consisting of maximum flood levels over a certain time period. [ABSTRACT FROM AUTHOR]

Published
2010

115. Inference About the First-Order Autoregressive Coefficient.

Author

Provost, Serge B. and Sanjel, Deepak

Subjects
*REGRESSION analysis, *QUADRATIC forms, *LEAST squares, *MATHEMATICAL statistics, *PROBABILITY theory, *ESTIMATION theory
Abstract

Several estimators of the coefficient of an AR(1) process can be expressed as the ratio of two quadratic forms. In this article, we are considering the ordinary least-squares, a modified least-squares, the Yule–Walker, and Burg's estimators. It will be shown that the modified least-squares estimator is the least biased and that the ordinary least-squares and Burg's estimators share very similar distributional properties. An integral representation of the moments of these estimators is provided and a methodology is proposed for correcting their bias. Bounds for the supports of the Yule–Walker and Burg's estimators are determined and the density functions of those estimators are then approximated in terms of Jacobi polynomials. Finally, confidence intervals for the autoregressive coefficient are determined from replicated series. [ABSTRACT FROM AUTHOR]

Published
2005
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126. Models of Claim Frequency

Author

Panjer, Harry H., Butts, Robert E., editor, MacNeill, Ian B., editor, Umphrey, Gary J., editor, Chan, Beda S. C., editor, and Provost, Serge B., editor

Published
1987
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127. Comparing Risks

Author

Promislow, S. David, Butts, Robert E., editor, MacNeill, Ian B., editor, Umphrey, Gary J., editor, Chan, Beda S. C., editor, and Provost, Serge B., editor

Published
1987
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128. A Class of Ruin Problems

Author

Prabhu, N. U., Butts, Robert E., editor, MacNeill, Ian B., editor, Umphrey, Gary J., editor, Chan, Beda S. C., editor, and Provost, Serge B., editor

Published
1987
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130. Bootstrapping a Graduation

Author

Portnoy, Esther, Butts, Robert E., editor, MacNeill, Ian B., editor, Umphrey, Gary J., editor, Chan, Beda S. C., editor, and Provost, Serge B., editor

Published
1987
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143. Statistical Principles and Tangent Models

Author

Evans, M., Fraser, D. A. S., Monette, G., Butts, Robert E., editor, MacNeill, Ian B., editor, Umphrey, Gary J., editor, Safiul Haq, M., editor, Harper, William L., editor, and Provost, Serge B., editor

Published
1987
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149. On Ultrastructural Relationships Models

Author

Tracy, D. S., Jinadasa, K. G., Butts, Robert E., editor, MacNeill, Ian B., editor, Umphrey, Gary J., editor, Safiul Haq, M., editor, Harper, William L., editor, and Provost, Serge B., editor

Published
1987
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