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The paper is devoted to statistical analysis of zero intelligence models of continuous double auction, in particular to an estimation of parameters of limit order books. We review "classical" zero int...
The paper builds upon a recent approach to find the approximate bounds of a real function using Polynomial Chaos expansions.
Familiar statistical tests and estimates are obtained by the direct observation of cases of interest: a clinical trial of a new drug, for instance, will compare the drug's effects on a relevant set of...
Our three discussants fit an “ideal statistican”profile, combining deep theoretical understanding with serious scientific interests. The three essayswhich are more than commentaries on my articlerefle...
Indirect evidence is crucial for successful statistical practice. Sometimes, however, it is better used informally. Future efforts should be directed toward understanding better the connection between...
This chapter defines a new concept and framework for constructing fusion rules for evidences. This framework is based on a referee function, which does a decisional arbitrament conditionally to basi...
Professional athletes naturally experience hot and cold streaks. However, there’s been a debate going on for some time now as to whether professional athletes experience streaks more frequently than w...
Consider a graph with a set of vertices and oriented edges connecting pairs of vertices. Each vertex is associated with a random variable and these are assumed to be independent. In this setting, su...
In the modern Bayesian view classical probability theory is simply an extension of conventional logic, i.e., a quantitative tool that allows for consistent reasoning in the presence of uncertainty.Cl...

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