In the context of testing the speci cation of a nonlinear parametric regression function, we study the power of speci cation tests using the minimax approach. We determine the maximum rate at which a set of smooth local alternatives can approach the parametric model while ensuring consistency of a test uniformly against any alternative in this set. We show that a smooth nonparametric testing pr...

An electronic limit order book is resilient when it reverts to its normal shape promptly after large trades. This paper suggests a continuous-time impulse response function based on intensities, which formalizes resiliency in terms of a timeframe and probability of order book replenishment. This is then estimated for trading on an LSE order book, using an appropriate parametric model which view...

A measure of relative importance of network effects in the stochastic actor-oriented model (SAOM) is proposed. The SAOM is a parametric model for statistical inference in longitudinal social networks. The complexity of the model makes the interpretation of inferred results difficult. So far, the focus is on significance tests while the relative importance of effects is usually ignored. Indeed, ...

Moat realistic control problems involve both some type of time-domain constraints and model uncertainty. However, there presently exist few design methods capable of simultaneously addressing both issues. We recently proposed to address this class of problem by using a "constrained robustness measure", generated by a constraint-set induced operator norm, to assess the stability ptoperties of a ...

In this paper, we propose a new procedure to robustly determine the eyelid position in high-speed videokeratoscopic images. This knowledge is crucial in videokeratoscopy to study the effects of the eyelids on the cornea and on the tear film dynamics. Difficulties arise due to the very low contrast of videokeratoscopic images and because of the occlusions caused by the eyelashes. The proposed pr...

t Parametric models for the entire age pattern of mortality have been suggested by Heligman and Pollard (1980) and Carriere (1992). The former is designed to fit the classical mortality pattern while the latter is supported by a statistical theory. Insights into their papers motivate us to consider a variation of the Heligman-Pollard model. We also apply these models to the 1993 Hong Kong Assur...

In this paper, alternative approaches to structure the parametric geometry in relation to information on various performances are described and exemplified. They relate to different levels of knowledge that concern the performances considered in the process and which are available to the designer while the parametric model is being set. A theoretic framework embeds the different approaches, for...

Proving that an uncertain parametric model is stable amounts to prove the inclusion of two sets: the set A of all feasible parameters and the set B of all parameters for which the model is stable. In this paper, a new algorithm, able to decide whether or not A is included in B, is presented. The method is based on interval analysis which is a numerical tool able to deal with inequalities in a g...

This paper describes work done as part of the Oxford AGV (Autonomous Guided Vehicle) project [2] towards recognition of classes of objects to be encountered in a factory environment. \Ye address the problem of recognising an object from range-data observations as an instance of a parametric model class, and determining the values of the class parameters for that instance of the model, and the p...