Concept

Modèle probit

Publications associées (39)

Can Equity Volatility Explain the Global Loan Pricing Puzzle?

This paper examines whether unobservable differences in firm volatility are responsible for the global loan pricing puzzle, which is the observation that corporate loan interest rates appear to be lower in Europe than in the United States. We analyze wheth ...

Oxford Univ Press Inc2013

Recent Progress in Polymorphism-Based Population Genetic Inference

Jeffrey David Jensen

The recent availability of whole-genome sequencing data affords tremendous power for statistical inference. With this, there has been great interest in the development of polymorphism-based approaches for the estimation of population genetic parameters. Th ...

Oxford University Press2012

Integrated schedule planning with supply-demand interactions for a new generation of aircrafts

Michel Bierlaire, Matteo Salani, Bilge Atasoy

We present an integrated schedule planning model where the decisions of schedule design, fleeting and pricing are made simultaneously. Pricing is integrated through a logit demand model where itinerary choice is modeled by defining the utilities of the alt ...

Springer-Verlag Berlin2012

Robust binary regression

Stephan Morgenthaler, Sahar Hosseinian Ehrensberger

Robust procedures increase the reliability of the results of a data analysis. We studied such a robust procedure for binary regression models based on the criterion of least absolute deviation. The resulting estimating equation consists in a simple modific ...

Elsevier2011

Integrated schedule planning with supply-demand interactions for a new generation of aircrafts

Michel Bierlaire, Matteo Salani, Bilge Atasoy

We present a model where we integrate schedule design, fleet assignment and demand models to maximize the profit of an airline. The objective of the study is to identify the challenges behind the integration of demand modeling into the optimization model a ...

2011

Integrated schedule planning with supply-demand interactions for a new generation of aircrafts

Michel Bierlaire, Matteo Salani, Bilge Atasoy

We present an integrated schedule planning model where the décisions of schedule design, fleeting and pricing are made simultaneously. Pricing is integrated through a logit demand model where itinerary choice is modeled by defining the utilities of the alt ...

2011

Integrated schedule planning with supply-demand interactions

Michel Bierlaire, Matteo Salani, Bilge Atasoy

2011

Model misspecification in peaks over threshold analysis

Anthony Christopher Davison, Mária Süveges

Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows the estimation of ...

2010

Convex Variational Bayesian Inference for Large Scale Generalized Linear Models

Matthias Seeger

We show how variational Bayesian inference can be implemented for very large binary classification generalized linear models. Our relaxation is shown to be a convex problem for any log-concave model, and we provide an efficient double loop algorithm for so ...

2009

Statistical analysis of clusters of extreme events

Mária Süveges

The thesis is a contribution to extreme-value statistics, more precisely to the estimation of clustering characteristics of extreme values. One summary measure of the tendency to form groups is the inverse average cluster size. In extreme-value context, th ...

EPFL2009

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