Multivariate one-sample location problem for clustered data is considered from a nonparametric viewpoint. We develop the spatial median and its affine equiv...

We consider the multivariate location problem with cluster correlated data. A family of multivariate weighted sign tests are introduced for which observatio...

Let <i>G = (V,E,w)</i> be a graph with vertex and edge sets <i>V</i> and <i>E</i>, respectively, and <i>w : E</i> <img src="/cgi-bin/mimetex.cgi?\rightarrow"...

In testing that a particular distribution <img src="/cgi-bin/mimetex.cgi?P"> belongs to a parameterized family <img src="/cgi-bin/mimetex.cgi?\cal{P}">, one ...

The Team Orienteering Problem (TOP) is the generalization to the case of mul- tiple tours of the Orienteering Problem, known also as Selective Traveling Sal...

Usual graph classes, such as complete graphs, paths, cycles and stars, frequently appear as extremal graphs in graph theory problems. Here we want to turn t...

The variable neighborhood search metaheuristic is applied to the primal simple plant location problem and to a reduced dual obtained by exploiting the compl...

Most examples of cycling in the simplex method are given without explanation of how they were constructed. An exception is Beale’s 1955 example built around...

Estimation of the Pareto tail index from extreme order statistics is an important problem in many settings such as income distributions (for inequality meas...

It is well known that each tree metric <i>M</i> has a unique realization as a tree, and that this realization minimizes the total length of the edges among ...

Deheuvels (1981a,b,c) and Genest and Rémillard (2004) have shown that powerful rank tests of multivariate independence can be based on combinations of asymp...

The multivariate modelling of default risk is a crucial aspect of the pricing of credit derivative products referencing a portfolio of underlying assets, an...

Deheuvels proposed a rank test of independence based on a Cramér–von Mises functional of the empirical copula process. Using a general result on the asympto...

Rank-based estimators were proposed by Clayton (1978) and Oakes (1982) for the association parameter in the bivariate gamma frailty model. The joint asympto...

This paper considers a shift scheduling problem that includes different forms of flexibility in terms of shift starting times, break lengths and break plac...

This paper presents and assesses a procedure to estimate conventional parameters characterizing fluctuations at the business cycle frequency, when the econ...

Moody's KMV method is a popular commercial implementation of the structural credit risk model pioneered by Merton (1974). It is an algorithm for estimating...

Nous décrivons les méta-heuristiques couramment utilisées en optimisation, avec pour objectif de guider toute personne désirant adapter une méta-heuristique...

Variable Neighborhood Search (VNS) is a recent and effective metaheuristic for solving combinatorial and global optimization problems. It is capable of esca...

Les problèmes de chargement statique de groupes turbo-alternateurs à vapeur peuvent être exprimés sous forme de minimisation d’une somme de fonction de coût ...