vsgoftest: An Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence J Lequesne, P Regnault arXiv preprint arXiv:1806.07244, 2018 | 10 | 2018 |
Different closed-form expressions for generalized entropy rates of Markov chains V Girardin, L Lhote, P Regnault Methodology and Computing in Applied Probability, 1-22, 2018 | 9 | 2018 |
Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level V Girardin, P Regnault Annals of the Institute of Statistical Mathematics 68 (2), 439-468, 2016 | 9 | 2016 |
Dynamic Measurement of Poverty: Modeling and Estimation G D’Amico, P Regnault Sankhya B 80 (2), 305-340, 2018 | 7 | 2018 |
Plug‐in Estimator of the Entropy Rate of a Pure‐Jump Two‐State Markov Process P Regnault AIP Conference Proceedings 1193 (1), 153-160, 2009 | 7 | 2009 |
Weighted Closed Form Expressions Based on Escort Distributions for Rényi Entropy Rates of Markov Chains P Regnault, V Girardin, L Lhote International Conference on Geometric Science of Information, 648-656, 2017 | 6 | 2017 |
Entropy estimation for M/M/1 queueing systems P Regnault AIP Conference Proceedings 31st 1443 (1), 330-337, 2012 | 6 | 2012 |
Estimation using plug-in of the stationary distribution and Shannon entropy of continuous time Markov processes P Regnault Journal of Statistical Planning and Inference 141 (8), 2711-2725, 2011 | 6 | 2011 |
A Continuous-Time Inequality Measure Applied to Financial Risk: The Case of the European Union G D’Amico, P Regnault, S Scocchera, L Storchi International Journal of Financial Studies 6 (3), 62, 2018 | 4 | 2018 |
Semiparametric estimation of mutual information and related criteria: Optimal test of independence A Keziou, P Regnault IEEE Transactions on Information Theory 63 (1), 57-71, 2016 | 4 | 2016 |
Différents problèmes liés à l'estimation de l'entropie de Shannon d'une loi, d'un processus de Markov P Regnault Université de Caen, 2011 | 3 | 2011 |
Large deviation principle for the entropy of a finite distribution, with applications V Girardin, P Regnault Rapport de recherche, laboratoire de Mathématiques Nicolas Oresme, 2011 | 3 | 2011 |
A copula based Markov Reward approach to the credit spread in European Union G D'Amico, F Petroni, P Regnault, S Scocchera, L Storchi arXiv preprint arXiv:1902.00691, 2019 | 2 | 2019 |
Package vsgoftest: goodness-of-fit tests based on Kullback-Leibler divergence J Lequesne, P Regnault | 1 | 2018 |
Generalized Mutual-Information Based Independence Tests A Keziou, P Regnault International Conference on Geometric Science of Information, 454-463, 2015 | 1 | 2015 |
Estimation par plug-in du taux d'entropie d'un processus markovien de sauts à espace d'état fini P Regnault 41èmes Journées de Statistique, SFdS, Bordeaux, 2009 | 1 | 2009 |
Foreword: Special issue on the future of applied stochastic models and data analysis V Girardin, P Regnault, CH Skiadas Applied Stochastic Models in Business and Industry 34 (6), 760-761, 2018 | | 2018 |
Sur la recherche de φ-entropie à maximisante donnée JF Bercher, V Girardin, J Lequesne, P Regnault, S Zozor XXVème colloque GRETSI (GRETSI 2015), n/c, 2015 | | 2015 |
On the Estimation of Entropy for Markov Chains Sur l’estimation de l’entropie des chaˆınes de Markov V Girardin, P Regnault | | |
Sur l’estimation par plug-in de l’entropie des suites markoviennes discretes V Girardin, G Ciuperca, L Lhote, P Regnault | | |