Laboratoire de Mathématiques de Besançon - UMR 6623 CNRS
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18 novembre 2019: 1 événement

  • Planning des séminaires 2019-2020

    Lundi 18 novembre 11:00-12:00 - Aboubacar Yacouba Touré - LmB, Univ. Bourgogne Franche-Comté

    Séminaire PS : Relative variation indexes for multivariatecontinuous distributions on $[0,\infty)^k$ and extensions

    Résumé : We introduce some new indexes to measure the departure of any multivariate continuous distribution on non-negative orthant from a given reference one such the uncorrelated exponential model, similar to the relative Fisher dispersion indexes of multivariate count models.The proposed multivariate variation indexes are scalar quantities, defined as ratios of two quadratic forms of the mean vector and the covariance matrix. They can be used to discriminate between continuous positive distributions. Generalized and multiple marginal variation indexes with and without correlation structure, respectively, and their relative extensions are discussed.
    The asymptotic behavior and other properties are studied. Illustrative examples and numerical applications are analyzed under several scenarios, leading to appropriate choices of multivariate models. Some concluding remarks and possible extensions are made.

    Lieu : Salle 316B - LmB

    En savoir plus : Planning des séminaires 2019-2020

18 novembre 2019: 1 événement