Notice d'une vente... d'un tableau original de Cl. Gelé (dit le Lorrain), et Jean Miel... 30 avril 1839...

[Vente (Art). 1839-04-30. Paris]

Notice des modèles et surmoulés... de MM. Jean et Cie,... Vente 8 sept. 1845...

[Vente (Art). 1845-09-08. Paris]

This infinite, unanimous dissonance : a study in mathematical existentialism through the work of Jean-Paul Sartre and Alain Badiou

This thesis seeks to elucidate a motif common to the work both of Jean-Paul Sartre and Alain Badiou (with special attention being given to Being and Nothingness and Being and Event respectively): the thesis that the subject 's existence precedes and determines its essence. To this end, the author aims to explicate the structural invariances, common to both philosophies, that allow this thesis to take shape. Their explication requires the construction of an overarching conceptual framework within which it may be possible to embed both the phenomenological ontology elaborated in Being and Event and the mathematical ontology outlined in Being and Event. Within this framework, whose axial concept is that of multiplicity, the precedence of essence by existence becomes intelligible in terms of a priority of extensional over intensional determination. A series of familiar existentialist concepts are reconstructed on this basis, such as lack and value, and these are set to work in the task of fleshing out the more or less skeletal theory of the subject presented in Being and Event.

Letter - Jean Chretien to Dorothy Wetherald Rungeling, 2003

A letter from Prime Minister Jean Chretien to Dorothy Wetherald Rungeling, in congratulations of her appointment as a Member of the Order of Canada.

Letter to Mrs. Band from Jean Lambe

Letter and envelope to Mrs. Band of Toronto regarding Trooper’s pedigree. The letter is signed by Jean Lambe, Jan. 9, 1958.

Jean Piaget : epistemología matemática y psicología

UANL

L'irréparable : deuxieme amour ; Céline Lacoste ; Jean Maquenom

UANL

Office pour la fete de S. Jean-Baptiste de la Salle, confesseur : suivi de triduums et de prieres en son honneur,

UANL

La religión : poema [por Luis Racine]

UANL

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions.

In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.

Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie

Dans ce texte, nous analysons les développements récents de l’économétrie à la lumière de la théorie des tests statistiques. Nous revoyons d’abord quelques principes fondamentaux de philosophie des sciences et de théorie statistique, en mettant l’accent sur la parcimonie et la falsifiabilité comme critères d’évaluation des modèles, sur le rôle de la théorie des tests comme formalisation du principe de falsification de modèles probabilistes, ainsi que sur la justification logique des notions de base de la théorie des tests (tel le niveau d’un test). Nous montrons ensuite que certaines des méthodes statistiques et économétriques les plus utilisées sont fondamentalement inappropriées pour les problèmes et modèles considérés, tandis que de nombreuses hypothèses, pour lesquelles des procédures de test sont communément proposées, ne sont en fait pas du tout testables. De telles situations conduisent à des problèmes statistiques mal posés. Nous analysons quelques cas particuliers de tels problèmes : (1) la construction d’intervalles de confiance dans le cadre de modèles structurels qui posent des problèmes d’identification; (2) la construction de tests pour des hypothèses non paramétriques, incluant la construction de procédures robustes à l’hétéroscédasticité, à la non-normalité ou à la spécification dynamique. Nous indiquons que ces difficultés proviennent souvent de l’ambition d’affaiblir les conditions de régularité nécessaires à toute analyse statistique ainsi que d’une utilisation inappropriée de résultats de théorie distributionnelle asymptotique. Enfin, nous soulignons l’importance de formuler des hypothèses et modèles testables, et de proposer des techniques économétriques dont les propriétés sont démontrables dans les échantillons finis.

Identification, Weak Instruments and Statistical Inference in Econometrics

We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on weakly identified models (or weak instruments). We point out that many hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric methods are fundamentally inappropriate for the models considered. Such situations lead to ill-defined statistical problems and are often associated with a misguided use of asymptotic distributional results. Concerning nonparametric hypotheses, we discuss three basic problems for which such difficulties occur: (1) testing a mean (or a moment) under (too) weak distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited number of parameters. Concerning weakly identified models, we stress that valid inference should be based on proper pivotal functions —a condition not satisfied by standard Wald-type methods based on standard errors — and we discuss recent developments in this field, mainly from the viewpoint of building valid tests and confidence sets. The techniques discussed include alternative proposed statistics, bounds, projection, split-sampling, conditioning, Monte Carlo tests. The possibility of deriving a finite-sample distributional theory, robustness to the presence of weak instruments, and robustness to the specification of a model for endogenous explanatory variables are stressed as important criteria assessing alternative procedures.