@article{RSA_2004__52_2_5_0, author = {Ladiray, Dominique and Quenneville, Beno{\^\i}t}, title = {La pr\'ecision des logiciels statistiques}, journal = {Revue de Statistique Appliqu\'ee}, pages = {5--25}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {52}, number = {2}, year = {2004}, language = {fr}, url = {http://archive.numdam.org/item/RSA_2004__52_2_5_0/} }
TY - JOUR AU - Ladiray, Dominique AU - Quenneville, Benoît TI - La précision des logiciels statistiques JO - Revue de Statistique Appliquée PY - 2004 SP - 5 EP - 25 VL - 52 IS - 2 PB - Société française de statistique UR - http://archive.numdam.org/item/RSA_2004__52_2_5_0/ LA - fr ID - RSA_2004__52_2_5_0 ER -
Ladiray, Dominique; Quenneville, Benoît. La précision des logiciels statistiques. Revue de Statistique Appliquée, Tome 52 (2004) no. 2, pp. 5-25. http://archive.numdam.org/item/RSA_2004__52_2_5_0/
[1] A Review of JMP 4.03 with Special Attention to its Numerical Accuracy », American Statistician, vol. 56, pp. 72-75. | MR
(2003), «[2] DCDFLIB v1.1 » (Double precision Cumulative Distribution Function LIBrary), disponible sur ftp://odin.mdacc.tmc.edu/pub/source.
(1998), «[3] Assessing the Numerical Accuracy of JMP », disponible sur http ://www.jmp.com/product/NIST.pdf
, , «[4] Assessing Random Numbers in JMP », disponible sur http ://www.jmp.com/product/RNG.pdf
, «[5] A Statistical Evaluation of Multiplicative Congruential Generators with Modulus (2 31 - 1 », Journal of the American Statistical Association, 77, 129- 136. | Zbl
, (1982), «[6] On the accuracy of statistical distributions in Microsoft Excel 97 », Computational Statistics and Data Analysis, 26, pp. 375-377.
(1998), «[7] On the accuracy of statistical distributions in Gauss », Computational Statistics and Data Analysis, 20, pp. 699- 702.
(1995), «[8] Computergestützte Berechnung Statistischer Verteilungen », Oldenburg, München- Wien. Une version anglaise du programme est disponible sur www.stat.uni-muenchen.de/∼knuesel/elv.
(1989), «[9] The Art of Computer Programming, Addison-Wesley. | MR
(1997),[10] An Appraisal of Computer Programs for the Electronic Computer from the Point of View of the User », Journal of the American Statistical Association, 62, pp. 819- 841. | MR
(1967), «[11] Algorithms and Best Linear Unbiased EstimatorS », Journal of the Statistical Society of Dublin, vol. 49, pp. 469- 475.
(1925), «[12] DIEHARD : A Battery of Tests of Randomness », http ://stat.fsu.edu/pub/∼diehard.
(1996), «[13] Random Numbers Fall Mainly in the Planes », in Proceedings of the National Academy of Sciences of the USA, 60, pp. 25-28. | MR | Zbl
(1968), «[14] Assessing the reliability of statistical software : Part I », The American Statistician, vol. 52, n° 4, pp. 358-366.
(November 1998), «[15] Assessing the reliability of statistical software : Part II », The American Statistician, vol. 53, n° 2, pp. 149-159.
(May 1999), «[16] The Accuracy of Mathematica 4 as a statistical package », Computational Statistics, vol. 15.0, pp. 279-299. | Zbl
(2000), «[17] The Numerical Reliability of Econometric Software », Journal of Economic Literature, vol. XXXVII, pp. 633-665.
D., (1999), «[18] On the accuracy of statistical procedures in Microsoft Excel 2000 and XP », Computational Statistics & Data Analysis, vol. 40, 3, pp. 325 -332. | MR
, (2002), «[19] Numerical Distribution Functions for Unit Root and Cointegration tests », Journal of Applied Econometrics, 11, pp. 601-618.
(1996), «[20] On the numerical accuracy of Mathematica 4.1 for doing ordinary least squares regression », Manuscript, AREC, University of Maryland.
(2001), «[21] StRD : Statistical Reference Datasets for Assessing the Numerical Accuracy of Statistical Softwares », disponible sur http ://www.nist.gov/itl/div898/strd.
(1998), «[22] Assessing the Numerical Accuracy of SAS Software », disponible sur http ://www.sas.com/rnd/app/papers/statisticalaccuracy.pdf
, «[23] Assessing the Accuracy of ANOVA Calculations in Statistical Software », Computational Statistics & Data Analysis, 8, pp. 325-332. | Zbl
, (1989), «[24] On the graduation of rates of sickness and mortality », Journal of the Institute of Actuaries, vol. 38.
(1904), «[25] Stata, Statistical Software, résultats des tests disponibles sur http ://www.stata.com/support/cert/
[26] TSP International, Benchmarks, http ://www.tspintl.com/products/tsp/benchmarks/index.htm
[27] Review of Gauss for Windows, Including its Numerical Accuracy », Journal of Applied Econometrics, vol. 15.0, pp. 211-220.
(2000), «[28] A Report on the Accuracy of Some Widely-Used Least Squares Computer Programs », Journal of the American Statistical Association, 65, pp. 549-565. | Zbl
(1970), «[29] Test Procedures and Test Problems for Least Squares Algorithms », Journal of Econometrics, 12, pp. 3-22. | Zbl
(1980), «[30] Statistics Quiz, Evanston, IL: SYSTAT Inc., (disponible sur http ://www.tspintl.com/benchmarks)
(1985),