Samuela Leoni-Aubin
Upper bounds for the error in some interpolation and extrapolation designs.
Tue, 01/25/2011 - 16:01 — SomNambulAuthors: Michel Broniatowski, Samuela Leoni-Aubin, Giorgio Celant, Marco Di Battista
Subjects: Statistics
AbstractThis paper deals with probabilistic upper bounds for the error in functional
estimation defined on some interpolation and extrapolation designs, when the
function to estimate is supposed to be analytic. The error pertaining to the
estimate may depend on various factors: the frequency of observations on the
knots, the position and number of the knots, and also on the error committed
when approximating the function through its Taylor expansion.A longest run test for heteroscedasticity in univariate regression model.
Tue, 03/23/2010 - 16:01 — SomNambulAuthors: Jean-Baptiste Aubin, Samuela Leoni-Aubin
Subjects: Methodology
AbstractThe scope of this paper is the presentation of a test that enables to detect
heteroscedasticity in univariate regression model. The test is simple to
compute and very general since no hypothesis is made on the regularity of the
response function or on the normality of errors. Simulations show that our test
fairs well with respect to other less general nonparametric tests.A Simple Misspecification Test for Regression Models.
Fri, 03/12/2010 - 16:01 — SomNambulAuthors: Jean-Baptiste Aubin, Samuela Leoni-Aubin
Subjects: Methodology
AbstractA simple test is proposed for examining the correctness of a given response
function against unspecified general alternatives in the context of univariate
regression. The usual diagnostic tools based on residuals plots are useful but
heuristic. We introduce a formal statistical test supplementing the graphical
analysis. Technically, the test statistic is the maximum length of the
sequences of ordered (with respect to the covariate) observations that are
consecutively overestimated or underestimated by the candidate regression
function.
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