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Philippe Regnault
Philippe Regnault
Laboratoire de Mathématiques de Reims
Verified email at univ-reims.fr - Homepage
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Cited by
Cited by
Year
vsgoftest: An Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence
J Lequesne, P Regnault
arXiv preprint arXiv:1806.07244, 2018
102018
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
92018
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
92016
Dynamic Measurement of Poverty: Modeling and Estimation
G D’Amico, P Regnault
Sankhya B 80 (2), 305-340, 2018
72018
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
72009
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
62017
Entropy estimation for M/M/1 queueing systems
P Regnault
AIP Conference Proceedings 31st 1443 (1), 330-337, 2012
62012
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
62011
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
42018
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
42016
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
32011
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
32011
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
22019
Package vsgoftest: goodness-of-fit tests based on Kullback-Leibler divergence
J Lequesne, P Regnault
12018
Generalized Mutual-Information Based Independence Tests
A Keziou, P Regnault
International Conference on Geometric Science of Information, 454-463, 2015
12015
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
12009
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
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