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342
Empirical model of WWW document arrivals at access link, in:
 Proceedings of the IEEE International Conference on Communication,
, 1996
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A multivariate Kolmogorov Smirnov test of goodness of fit
 Statist, Probab. Lett
, 1997
"... Abstract _ This paper presents a distribution free multivariate KolmogorovSmirnov good ness of fit test. The test uses an statistic which is built using Rosenblatt's transformation and an algorithm is developed to compute it in the bivariate case. An approximate test, that can be easily compu ..."
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Cited by 42 (0 self)
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Abstract _ This paper presents a distribution free multivariate KolmogorovSmirnov good ness of fit test. The test uses an statistic which is built using Rosenblatt's transformation and an algorithm is developed to compute it in the bivariate case. An approximate test, that can be easily computed in any dimension, is also presented. The power of these multivariate tests is studied in a simulation study. Key words: Empirical distribution function. KolmogorovSmirnov statistics. Rosenblatt's transformation.
Monte Carlo test methods in econometrics
 Companion to Theoretical Econometrics’, Blackwell Companions to Contemporary Economics
, 2001
"... The authors thank three anonymous referees and the Editor Badi Baltagi for several useful comments. This work was supported by the Bank of Canada and by grants from the Canadian Network of Centres of Excellence [program on Mathematics ..."
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Cited by 37 (26 self)
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The authors thank three anonymous referees and the Editor Badi Baltagi for several useful comments. This work was supported by the Bank of Canada and by grants from the Canadian Network of Centres of Excellence [program on Mathematics
Summarizing CSP hardness with continuous probability distributions
 In Proceedings of the 14th National Conference on AI
, 1997
"... We present empirical evidence that the distribution of effort required to solve CSPs randomly generated at the 50% satisfiable point, when using a backtracking algorithm, can be approximated by two standard families of continuous probability distribution functions. Solvable problems can be modelled ..."
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Cited by 37 (2 self)
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We present empirical evidence that the distribution of effort required to solve CSPs randomly generated at the 50% satisfiable point, when using a backtracking algorithm, can be approximated by two standard families of continuous probability distribution functions. Solvable problems can be modelled by the Weibull distribution, and unsolvable problems by the lognormal distribution. These distributions fit equally well over a variety of backtracking based algorithms. 1. Introduction Several key developments in the 1990's have contributed to the advancement of empirical research on CSP algorithms, to the extent that the field may even be called an experimental science. Striking increases in computer power and decreases in cost, coupled with the general adoption of C as the programming language of choice, have made it possible for the developer of a new algorithm or heuristic to test it on large numbers of random instances. Another important advance was the recognition of the "50% satisfi...
Evaluating forest growth models
 CARING FOR THE FOREST: RESEARCH IN A CHANGING WORLD
, 1996
"... Effective model evaluation is not a single, simple procedure, but comprises several interrelated steps that cannot be separated from each other or from the purpose and process of model construction. We draw attention to several statistical and graphical procedures that may be used both with data use ..."
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Cited by 33 (5 self)
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Effective model evaluation is not a single, simple procedure, but comprises several interrelated steps that cannot be separated from each other or from the purpose and process of model construction. We draw attention to several statistical and graphical procedures that may be used both with data used for model calibration and with data used in the evaluation of the model. We emphasize that the validity of conclusions depends on the validity of assumptions. These principles should be kept in mind throughout model construction and evaluation. 1.
Parallel white noise generation on a gpu via cryptographic hash
 In Proceedings of SI3D
, 2008
"... A good random number generator is essential for many graphics applications. As more such applications move onto parallel processing, it is vital that a good parallel random number generator be used. Unfortunately, most random number generators today are still sequential, exposing performance bottle ..."
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Cited by 30 (2 self)
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A good random number generator is essential for many graphics applications. As more such applications move onto parallel processing, it is vital that a good parallel random number generator be used. Unfortunately, most random number generators today are still sequential, exposing performance bottlenecks and denying random accessibility for parallel computations. Furthermore, popular parallel random number generators are still based off sequential methods and can exhibit statistical bias. In this paper, we propose a random number generator that maps well onto a parallel processor while possessing white noise distribution. Our generator is based on cryptographic hash functions whose statistical robustness has been examined under heavy scrutiny by cryptologists. We implement our generator as a GPU pixel program, allowing us to compute random numbers in parallel just like ordinary texture fetches: given a texture coordinate per pixel, instead of returning a texel as in ordinary texture fetches, our pixel program computes a random noise value based on this given texture coordinate. We demonstrate that our approach features the best quality, speed, and random accessibility for graphics applications.
Some statistical pitfalls in copula modeling for financial applications.
 Capital Formation, Governance and Banking,
, 2005
"... March 2004 Abstract In this paper we discuss some statistical pitfalls that may occur in modeling crossdependences with copulas in financial applications. In particular we focus on issues arising in the estimation and the empirical choice of copulas as well as in the design of timedependent copul ..."
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March 2004 Abstract In this paper we discuss some statistical pitfalls that may occur in modeling crossdependences with copulas in financial applications. In particular we focus on issues arising in the estimation and the empirical choice of copulas as well as in the design of timedependent copulas.
Zigguratbased hardware Gaussian random number generator
 in Proc. IEEE Int’l Conf. FieldProgrammable Logic and its Applications, 2005
, 2005
"... An architecture and implementation of a high performance Gaussian random number generator (GRNG) is described. The GRNG uses the Ziggurat algorithm which divides the area under the probability density function into three regions (rectangular, wedge and tail). The rejection method is then used and th ..."
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An architecture and implementation of a high performance Gaussian random number generator (GRNG) is described. The GRNG uses the Ziggurat algorithm which divides the area under the probability density function into three regions (rectangular, wedge and tail). The rejection method is then used and this amounts to determining whether a random point falls into one of the three regions. The vast majority of points lie in the rectangular region and are accepted to directly produce a random variate. For the nonrectangular regions, which occur 1.5 % of the time, the exponential or logarithm functions must be computed and an iterative fixed point operation unit is used. Computation of the rectangular region is heavily pipelined and a buffering scheme is used to allow the processing of rectangular regions to continue to operate in parallel with evaluation of the wedge and tail computation. The resulting system can generate 168.8 million normally distributed random numbers per second on a Xilinx XC2VP306 device. 1.
Goodnessoffit tests via phidivergences
, 2006
"... A unified family of goodnessoffit tests based on φdivergences is introduced and studied. The new family of test statistics Sn(s) includes both the supremum version of the Anderson–Darling statistic and the test statistic of Berk and Jones [Z. Wahrsch. Verw. Gebiete 47 (1979) 47–59] as special cas ..."
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Cited by 27 (2 self)
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A unified family of goodnessoffit tests based on φdivergences is introduced and studied. The new family of test statistics Sn(s) includes both the supremum version of the Anderson–Darling statistic and the test statistic of Berk and Jones [Z. Wahrsch. Verw. Gebiete 47 (1979) 47–59] as special cases (s = 2 and s = 1, resp.). We also introduce integral versions of the new statistics. We show that the asymptotic null distribution theory of Berk