Philippe Barbe
Books
|
q-Algebraic Equations, their power series solutions, and the asymptotic behavior of their coefficients , 2020 , with J. Cano, P. Fortuny Ayuso, W.P. McCormick |
|
Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications , Memoirs of the American Mathematical Society, AMS, 2009 , with W.P. McCormick (UGA) |
|
Cours de Probabilité pour la Licence , Belin and Editions 31; 2nd edition EDP (2007), 1999 , with Michel Ledoux (UPS) |
|
The Weighted Bootstrap , Lecture Notes in Statistics, Springer, 1995 , with Patrice Bertail (INRA) |
Published papers
Time-frequency representation of nonstationary signals - the FIFogram
(2021):
Pure and Applied Functional Analysis,
(to appear),
11 p,
with Antonio Cicone, Wing Suet Li, Haomin Zhou.
A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values (2016): Extremes, 19, 351--370, with M.I. Seifert.
Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution (2012): Probability Theory and Related Fields, 154, 429--476, with W.P. McCormick.
The point process approach for fractionally differentiated random walks under heavy traffic (2012): Stochastic Processes and their Applications, 122, 4028--4053, with W.P. McCormick.
Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution (2012): Stochastic Processes and their Applications, 122, 1276--1303, with W.P. McCormick.
A critical reanalysis of Maryland State Police searches (2012): The American Statistician, 66, 1--7, with W.C. Horrace.
Veraverbeke's theorem at large - on the maximum of some processes with negative drift and heavy tail innovations (2012): Extremes, 14, 63--125, with W.P. McCormick.
An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (2010): Stochastic Processes and their Applications, 120, 801--828, with W.P. McCormick.
Asymptotic expansions for weighted convolutions of rapidly varying subexponential distributions (2008): Theory of Probability and Related Fields, 141, 155--180, with W.P. McCormick.
Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (2007): Stochastic Processes and their Applications, 117, 1835--1847, with W.P. McCormick and C. Zhang.
Asymptotic expansions for distributions of compound sums of random variables with rapidly varying subexponential distribution (2007): Journal of Applied Probability, , 670--684, with W.P. McCormick and C. Zhang.
On the tail behavior of sums of dependent risks (2006): Astin Bulletin, 36, 361--373, with A.L. Fougères and Ch. Genest.
On sharp large deviations for sums of random vectors and multidimensional Laplace approximation (2005): Theory of Probability and its Applications, 49, 561--588, with M. Broniatowski.
Asymptotic expansions of convolutions of regularly varying distributions (2005): Journal of Australian Mathematical Society, 78, 339--371, with W.P. McCormick.
Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics (2004): , 7, 337--365, with W.P. McCormick.
Second order expansion for the maximum of some stationnary Gaussian sequences (2004): Stochastic Processes and their Applications, 110, 315--342, with W.P. McCormick.
Blowing number of a distribution for a statistics and loyal estimators (2004): Statistics and Probability Letters, 69, 465--475, with M. Broniatowski.
Effect of preparation convergence on retention and seating discrepancy of complete veneer crowns (2004): Journal of Oral Rehabilitation, 31, 1007--1013, with D.C.N. Chan, A.H. Wilson, R.J. Cronin, C. Chung, K. Chung.
A central limit theorem for rejective sampling (2003): Sankhyà, A, 65, 1--22.
Simulation in exponential families (1999): ACM Transactions on Modeling and Computer Simulation (TOMACS), 9, 203--223, with M. Broniatowski.
Note on functional large deviation principle for fractional ARIMA processes (1998): Statistical Inference for Stochastic Processes, 1, 17--27, with M. Broniatowski.
Last passage time for the empirical mean of some mixing processes (1998): Statistics and Probability Letters, 40, 237--245, with M. Doisy and B. Garel.
Large deviation principle for sequential rank processes (1998): Mathematical Methods of Statistics, 7, 98--110, with M. Broniatowski.
Statistical Analysis of mixtures and the empirical probability measure (1998): Acta Applicandae Mathematicae, 50, 253--340.
Deviation principle for set indexed processes with independent increments (1997): Studia Scientiarum Mathematicarum Hungarica, 33, 393--418, with M. Broniatowski.
Bootstrapping the renewal spacing processes (1997): Journal of Statistical Planning and Inference, 60, 199--214.
Functional Erdös-Rényi laws for processes indexed by sets (1996): Journal of Mathematical Sciences, 83, 356--369, with M. Broniatowski.
On Kendall's process (1996): Journal of Multivariate Analysis, 58, 197--229, with Ch. Genest, K. Ghoudi, B. Rémillard.
Statistiques de rangs linéaires, normalité asymptotique et thérorème de projection de Hàjek (1996): in Inférence Non Paramétrique -- Les Statistiques de rangs, pp. 167--202, J.-J. Droesbeke and J. Fine Eds ed., Édition de l'Université de Bruxelles and Ellipse.
On the distribution function for the spacings (1994): Statistics, 25, 367--373.
A review on some large deviation results (1994): Publication de l'ISUP, XXXVIII, 3--24.
Joint approximation of processes based on spacings and order statistics (1994): Stochastic Processes and their Applications, 53, 339--349.
Limiting distribution of the minimal spacing (1993): Mathematical Method of Statistics, 3, 306--325.
Weighted approximation of the renewal spacing processes (1993): Journal of Multivariate Analysis, 45, 171--182.
Limiting distribution of the maximal spacing when the density function admits a positive minimum (1992): Statistics and Probability Letters, 14, 53--60.
Sur la probabilité qu'un cylindre coupe un réseau de plans dans R^3 (1989): Publication de l'ISUP, XXIV, Fasc. 3, 3--8.
Un coût du chômage? (1989): Travail et Emploi, 40, 63--71.
A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values (2016): Extremes, 19, 351--370, with M.I. Seifert.
Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution (2012): Probability Theory and Related Fields, 154, 429--476, with W.P. McCormick.
The point process approach for fractionally differentiated random walks under heavy traffic (2012): Stochastic Processes and their Applications, 122, 4028--4053, with W.P. McCormick.
Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution (2012): Stochastic Processes and their Applications, 122, 1276--1303, with W.P. McCormick.
A critical reanalysis of Maryland State Police searches (2012): The American Statistician, 66, 1--7, with W.C. Horrace.
Veraverbeke's theorem at large - on the maximum of some processes with negative drift and heavy tail innovations (2012): Extremes, 14, 63--125, with W.P. McCormick.
An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (2010): Stochastic Processes and their Applications, 120, 801--828, with W.P. McCormick.
Asymptotic expansions for weighted convolutions of rapidly varying subexponential distributions (2008): Theory of Probability and Related Fields, 141, 155--180, with W.P. McCormick.
Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (2007): Stochastic Processes and their Applications, 117, 1835--1847, with W.P. McCormick and C. Zhang.
Asymptotic expansions for distributions of compound sums of random variables with rapidly varying subexponential distribution (2007): Journal of Applied Probability, , 670--684, with W.P. McCormick and C. Zhang.
On the tail behavior of sums of dependent risks (2006): Astin Bulletin, 36, 361--373, with A.L. Fougères and Ch. Genest.
On sharp large deviations for sums of random vectors and multidimensional Laplace approximation (2005): Theory of Probability and its Applications, 49, 561--588, with M. Broniatowski.
Asymptotic expansions of convolutions of regularly varying distributions (2005): Journal of Australian Mathematical Society, 78, 339--371, with W.P. McCormick.
Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics (2004): , 7, 337--365, with W.P. McCormick.
Second order expansion for the maximum of some stationnary Gaussian sequences (2004): Stochastic Processes and their Applications, 110, 315--342, with W.P. McCormick.
Blowing number of a distribution for a statistics and loyal estimators (2004): Statistics and Probability Letters, 69, 465--475, with M. Broniatowski.
Effect of preparation convergence on retention and seating discrepancy of complete veneer crowns (2004): Journal of Oral Rehabilitation, 31, 1007--1013, with D.C.N. Chan, A.H. Wilson, R.J. Cronin, C. Chung, K. Chung.
A central limit theorem for rejective sampling (2003): Sankhyà, A, 65, 1--22.
Simulation in exponential families (1999): ACM Transactions on Modeling and Computer Simulation (TOMACS), 9, 203--223, with M. Broniatowski.
Note on functional large deviation principle for fractional ARIMA processes (1998): Statistical Inference for Stochastic Processes, 1, 17--27, with M. Broniatowski.
Last passage time for the empirical mean of some mixing processes (1998): Statistics and Probability Letters, 40, 237--245, with M. Doisy and B. Garel.
Large deviation principle for sequential rank processes (1998): Mathematical Methods of Statistics, 7, 98--110, with M. Broniatowski.
Statistical Analysis of mixtures and the empirical probability measure (1998): Acta Applicandae Mathematicae, 50, 253--340.
Deviation principle for set indexed processes with independent increments (1997): Studia Scientiarum Mathematicarum Hungarica, 33, 393--418, with M. Broniatowski.
Bootstrapping the renewal spacing processes (1997): Journal of Statistical Planning and Inference, 60, 199--214.
Functional Erdös-Rényi laws for processes indexed by sets (1996): Journal of Mathematical Sciences, 83, 356--369, with M. Broniatowski.
On Kendall's process (1996): Journal of Multivariate Analysis, 58, 197--229, with Ch. Genest, K. Ghoudi, B. Rémillard.
Statistiques de rangs linéaires, normalité asymptotique et thérorème de projection de Hàjek (1996): in Inférence Non Paramétrique -- Les Statistiques de rangs, pp. 167--202, J.-J. Droesbeke and J. Fine Eds ed., Édition de l'Université de Bruxelles and Ellipse.
On the distribution function for the spacings (1994): Statistics, 25, 367--373.
A review on some large deviation results (1994): Publication de l'ISUP, XXXVIII, 3--24.
Joint approximation of processes based on spacings and order statistics (1994): Stochastic Processes and their Applications, 53, 339--349.
Limiting distribution of the minimal spacing (1993): Mathematical Method of Statistics, 3, 306--325.
Weighted approximation of the renewal spacing processes (1993): Journal of Multivariate Analysis, 45, 171--182.
Limiting distribution of the maximal spacing when the density function admits a positive minimum (1992): Statistics and Probability Letters, 14, 53--60.
Sur la probabilité qu'un cylindre coupe un réseau de plans dans R^3 (1989): Publication de l'ISUP, XXIV, Fasc. 3, 3--8.
Un coût du chômage? (1989): Travail et Emploi, 40, 63--71.
Unpublished work
On q-algebraic equations and their power series solutions
(2013),
with W.P. McCormick, 53 p
Consistent exact tests for semiparametric single-index models (2012), F. Jouneau-Sion and O. Torrès.
q-Catalan bases and their dual coefficients (2012), with W.P. McCormick, 46 p
Some Tauberian theory for the q-Lagrange inversion (2013), with W.P. McCormick, 43 p
Aspect statistique des modes, rapport pour le laboratoire de la consommation, INRA (1993).
Estimation non paramétrique de l'entropie et de l'information de Kullback, rapport technique, CREST (1991).
Méthodes d'estimation de surfaces à partir d'une image numérique, rapport technique, Ministère de la Mer (1989), N. Caron, J. Couronne, D. Deschemeaker, C. Jourdren, G. Nicod.
Le coût du chômage, rappor technique, Ministère des Affaires Sociales et de l'Emploi, SES (1987).
Consistent exact tests for semiparametric single-index models (2012), F. Jouneau-Sion and O. Torrès.
q-Catalan bases and their dual coefficients (2012), with W.P. McCormick, 46 p
Some Tauberian theory for the q-Lagrange inversion (2013), with W.P. McCormick, 43 p
Aspect statistique des modes, rapport pour le laboratoire de la consommation, INRA (1993).
Estimation non paramétrique de l'entropie et de l'information de Kullback, rapport technique, CREST (1991).
Méthodes d'estimation de surfaces à partir d'une image numérique, rapport technique, Ministère de la Mer (1989), N. Caron, J. Couronne, D. Deschemeaker, C. Jourdren, G. Nicod.
Le coût du chômage, rappor technique, Ministère des Affaires Sociales et de l'Emploi, SES (1987).