Consortium of Swiss Academic Libraries

Monte Carlo Simulations of Vesicles and Fluid Membranes Transformations

Piotto, Stefano ; Mavelli, Fabio

In: Origins of life and evolution of the biosphere, 2004, vol. 34, no. 1-2, p. 225-235

Consortium of Swiss Academic Libraries

A Saddlepoint Approximation to the Distribution of Inhomogeneous Discounted Compound Poisson Processes

Gatto, Riccardo

In: Methodology and Computing in Applied Probability, 2010, vol. 12, no. 3, p. 533-551

Consortium of Swiss Academic Libraries

Effect of emaciation and obesity on small-animal internal radiation dosimetry for positron-emitting radionuclides

Xie, Tianwu ; Zaidi, Habib

In: European Journal of Nuclear Medicine and Molecular Imaging, 2013, vol. 40, no. 11, p. 1748-1759

Università della Svizzera italiana

Robust and accurate inference for generalized linear models

Lô, Serigne N. ; Ronchetti, Elvezio

In: Journal of multivariate analysis, 2009, vol. 100, no. 9, p. 2126-2136

In the framework of generalized linear models, the nonrobustness of classical estimators and tests for the parameters is a well known problem and alternative methods have been proposed in the literature. These methods are robust and can cope with deviations from the assumed distribution. However, they are based on ¯rst order asymptotic theory and their accuracy in moderate to small samples...

Università della Svizzera italiana

Robust GMM tests for structural breaks

Gagliardini, Patrick ; Trojani, Fabio ; Urga, Giovanni

In: Journal of Econometrics, 2005, vol. 129, no. 1-2, p. 139-182

We propose a class of new robust GMM tests for endogenous structural breaks. The tests are based on supremum, average and exponential functionals derived from robust GMM estimators with bounded influence function. We study the theoretical local robustness properties of the new tests and show that they imply a uniformly bounded asymptotic sensitivity of size and power under general local...