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Mis-parametrization subsets for a penalized least squares model selection
When identifying a model by a penalized minimum contrast procedure, we give a description of the over and under fitting parametrization subsets for a least squares... -
Criteria for longitudinal data model selection based on Kullback's symmetric ...
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GAUSSIAN MODEL SELECTION WITH AN UNKNOWN VARIANCE
International audience -
Lag length identification for VAR models with non-constant variance
The identification of the lag length for vector autoregressive models by mean of Akaike Information Criterion (AIC), Partial Autoregressive and Correlation Matrices... -
Two-Way Classification of a Data Table with Non Negative Entries: The Role of...
International audience -
A high resolution map of French soil organic carbon
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Benefit of virtual and augmented reality for onsite planning and monitoring o...
This dissertation presents the evaluation of an onsite augmented reality tool and its relevance for helping construction agents to prepare and monitor the progress of... -
Modélisation mathématique du micro-crédit
This study is inspired from a real scenario of microcredit lending introduced in Bangladesh by Yunus. A stochastic model of random delays in repayment installments is... -
Spatial leave-one-out cross-validation for variable selection in the presence...
International audience
