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Consortium of Swiss Academic Libraries

Robust safety of timed automata

De Wulf, Martin ; Doyen, Laurent ; Markey, Nicolas ; Raskin, Jean-François

In: Formal Methods in System Design, 2008, vol. 33, no. 1-3, p. 45-84

Consortium of Swiss Academic Libraries

On robust online scheduling algorithms

Gatto, Michael ; Widmayer, Peter

In: Journal of Scheduling, 2011, vol. 14, no. 2, p. 141-156

Consortium of Swiss Academic Libraries

An adaptive and powerful randomization test

DONEGANI, MICHEL

In: Biometrika, 1991, vol. 78, no. 4, p. 930-933

Università della Svizzera italiana

Contributions to robustness theory

La Vecchia, Davide ; Ronchetti, Elvezio (Dir.) ; Trojani, Fabio (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2011 ; 2011ECO004.

The goal of this PhD Thesis is the definition of new robust estimators, thereby extending the available theory and exploring new directions for applications in finance. The Thesis contains three papers, which analyze three different types of estimators: M-, Minimum Distance- and R- estimators. The focus is manly of their infinitesimal robustness, but global robustness properties are also...

Università della Svizzera italiana

Robust resampling methods and stock returns predictability

Camponovo, Lorenzo ; Trojani, Fabio (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2009 ; 2009ECO004.

The thesis consists of three chapters. In the first chapter we characterize the robustness of subsampling procedures by deriving a general formula for the breakdown point of subsampling quantiles. This breakdown point can be very low for moderate subsampling block sizes, which implies the fragility of subsampling procedures, even if they are applied to robust statistics. This instability...

Université de Fribourg

Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes

Loisel, Stéphane ; Mazza, Christian ; Rullière, Didier

In: Insurance: Mathematics and Economics, 2009, vol. 45, no. 3, p. 374-381

In the classical risk model, we prove the weak convergence of a sequence of empirical finite-time ruin probabilities. In an earlier paper (see Loisel et al., (2008)), we proved an equivalent result in the special case where the initial reserve is zero, and checked that numerically the general case seems to be true. In this paper, we prove the general case (with a nonnegative initial reserve),...

Université de Neuchâtel

Automatic sound detection and recognition for noisy environment

Dufaux, Alain ; Besacier, Laurent ; Ansorge, Michael ; Pellandini, Fausto

In: IEEE European Signal Processing Conference EUSIPCO, 2000, vol. 10, p. 1-4

This paper addresses the problem of automatic detection and recognition of impulsive sounds, such as glass breaks ,human screams, gunshots, explosions or door slams. A complete detection and recognition system is described and evaluated on a sound database containing more than 800 signals distributed among six different classes. Emphasis is set on robust techniques, allowing the use of this...