research
∙
12/13/2022
A smoothed semiparametric likelihood for estimation of nonparametric finite mixture models with a copula-based dependence structure
In this manuscript, we consider a finite multivariate nonparametric mixt...
share
research
∙
10/17/2022
Asymptotic control of the mean-squared error for Monte Carlo sensitivity index estimators in stochastic models
In global sensitivity analysis for stochastic models, the Sobol' sensiti...
research
∙
02/15/2022
Exploiting deterministic algorithms to perform global sensitivity analysis for continuous-time Markov chain compartmental models with application to epidemiology
In this paper, we develop an approach of global sensitivity analysis for...
research
∙
01/26/2020
Inference on extremal dependence in a latent Markov tree model attracted to a Hüsler-Reiss distribution
A Markov tree is a probabilistic graphical model for a random vector by ...
research
∙
06/15/2018
