Search Results - "Wandji, Joseph Ngatchou"

On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics by Ngatchou-Wandji, Joseph, Nombebe, Thobeka, Santana, Leonard, Allison, James

“…We propose new classes of goodness-of-fit tests for the Pareto Type I distribution. These tests are based on a characterization of the Pareto distribution…”
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On change-points tests based on two-samples U-Statistics for weakly dependent observations by Ngatchou-Wandji, Joseph, Elharfaoui, Echarif, Harel, Michel

“…We study change-points tests based on U -statistics for absolutely regular observations. Our method avoids some technical assumptions on the data and the…”
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Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function by Meintanis, Simos G., Ngatchou-Wandji, Joseph, Taufer, Emanuele

“…We consider goodness-of-fit testing for multivariate stable distributions. The proposed test statistics exploit a characterizing property of the characteristic…”
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Work-related asthma in France: recent trends for the period 2001–2009 by Paris, Christophe, Ngatchou-Wandji, Joseph, Luc, Amandine, McNamee, Roseanne, Bensefa-Colas, Lynda, Larabi, Lynda, Telle-Lamberton, Maylis, Herin, Fabrice, Bergeret, Alain, Bonneterre, Vincent, Brochard, Patrick, Choudat, Dominique, Dupas, Dominique, Garnier, Robert, Pairon, Jean-Claude, Agius, Raymond M, Ameille, Jacques

“…ObjectiveKnowledge on the time-course (trends) of work-related asthma (WRA) remains sparse. The aim of this study was to describe WRA trends in terms of…”
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A Cramér–von Mises test for a class of mean time dependent CHARN models with application to change-point detection by Ngatchou-Wandji, Joseph, Ltaifa, Marwa

“…We derive a Cramér–von Mises test for testing a class of time dependent coefficients Coditional Heteroscedastic AutoRegressive Non Linear (CHARN) models. The…”
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On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization by Liebenberg, Shawn Carl, Ngatchou-Wandji, Joseph, Allison, James Samuel

“…We propose and study new goodness-of-fit tests for the Rayleigh distribution based on a characterization involving a conditional expectation. The asymptotic…”
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Testing a Class of Piece-Wise CHARN Models with Application to Change-Point Study by Salman, Youssef, Ngatchou-Wandji, Joseph, Khraibani, Zaher

“…We study a likelihood ratio test for testing the conditional mean of a class of piece-wise stationary CHARN models. We establish the locally asymptotically…”
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Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces by Harel, Michel, Ngatchou-Wandji, Joseph, Andriamampionona, Livasoa, Harison, Victor

“…This paper deals with the weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod…”
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On Choosing a Mixture Model for Clustering by Ngatchou Wandji, Joseph, Bulla, Jan

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Change-Point Detection in the Volatility of Conditional Heteroscedastic Autoregressive Nonlinear Models by Arrouch, Mohamed Salah Eddine, Elharfaoui, Echarif, Ngatchou-Wandji, Joseph

“…This paper studies single change-point detection in the volatility of a class of parametric conditional heteroscedastic autoregressive nonlinear (CHARN)…”
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Testing for serial independence in vector autoregressive models by Meintanis, Simos G., Ngatchou-Wandji, Joseph, Allison, James

“…We consider tests for serial independence of arbitrary finite order for the innovations in vector autoregressive models. The tests are expressed as L2-type…”
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Nonparametric Estimation of the Density Function of the Distribution of the Noise in CHARN Models by Ngatchou-Wandji, Joseph, Ltaifa, Marwa, Njamen Njomen, Didier Alain, Shen, Jia

“…This work is concerned with multivariate conditional heteroscedastic autoregressive nonlinear (CHARN) models with an unknown conditional mean function,…”
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Asymptotic inference in poverty indices: an empirical processes approach by Seck, Cheikh Tidiane, Ngatchou-Wandji, Joseph, Lô, Gane Samb

“…We derive an empirical poverty index containing most of those proposed in the literature. Then, we study its asymptotic behavior by using empirical processes…”
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A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models by Ngatchou-Wandji, Joseph, Harel, Michel

“…This paper has to do with a Cramér-von Mises test for symmetry of the error distribution in a class of absolutely regular and non-necessarily stationary…”
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Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields by Harel, Michel, Lenain, Jean-François, Ngatchou-Wandji, Joseph

“…We investigate the asymptotic behaviour of binned kernel density estimators for dependent and locally non-stationary random fields converging to stationary…”
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On the Zero-Inflated Count Models with Application to Modelling Annual Trends in Incidences of Some Occupational Allergic Diseases in France by Ngatchou Wandji, Joseph, Paris, Christophe

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Detecting weak changes in the mean of a class of nonlinear heteroscedastic models by Ngatchou-Wandji, Joseph, Ltaifa, Marwa

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On Testing for the Nullity of Some Skewness Coefficients by Ngatchou-Wandji, Joseph

“…Three tests for the skewness of an unknown distribution are derived for iid data. They are based on suitable normalization of estimators of some usual skewness…”
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A Non-parametric Test for Generalized First-order Autoregressive Models by Diebolt, Jean, Ngatchou Wandji, Joseph

“…We derive a non-parametric test for testing the presence of$V(X_{i},\epsilon _{i})$in the non-parametric first-order autoregressive…”
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On the Zero-Inflated Count Models with Application to Modelling Annual Trends in Incidences of Some Occupational Allergic Diseases in France by Ngatchou-Wandji, Joseph, Paris, Christophe

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