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The UNESCO Institute for Statistics (UIS) is the statistical branch of the United Nations Educational, Scientific and Cultural Organisation (UNESCO). The Institute produces the data and methodologies ...
We study the estimation of tail probabilities in a queue via a semi-parametric estimator based on the maximum value of the workload, observed over the sampled time interval. Logarithmic consistency an...
In time series analysis, statistics based on collections of estimators computed from sub-samples play a crucial role in an increasing variety of important applications. Proving results about the joint...
We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector...
This paper proposes a CLT for linear spectral statistics of random matrix $S^{-1}T$ for a general non-negative definite and {\bf non-random} Hermitian matrix $T$.
Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with the...
In this article, we study the fluctuations of the random variable: $$ {\mathcal I}_n(\rho) = \frac 1N \log\det(\Sigma_n \Sigma_n^* + \rho I_N),\quad (\rho>0) $$ where $\Sigma_n= n^{-1/2} D_n^{1/2} X_n...
Riemannian statistics geometry is proposed in this work as a counterpart approach of inference geometry.
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.
A new approach to adaptive design of clinical trials is proposed in a general multi- parameter exponential family setting, based on generalized likelihood ratio statistics and optimal sequential tes...
This paper presents a new methodology to solve problems resulting from missing data in large-scale item performance behavioral databases. Useful statistics corrected for missing data are described, an...
Using a recently developed model, inspired by mean field theory in statistical physics, and data from the UK's Research Assessment Exercise, we analyse the relationship between the quality of statisti...
In this work we investigate the multivariate statistical description of the matter distribution in the nonlinear regime. We introduce the multivariate Edgeworth expansion of the lognormal distribution...
It is always a pleasure to hear Brad Efron’s thoughts on the next century of statistics, especially considering the huge influence he has had on the field’s present state and future directions, both i...
It is an honor to comment on Prof. Efron’s latest contribution to the merging of frequentist and Bayesian thinking into a harmonious (even if not strictly coherent) statistical viewpoint.

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