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20022010
most citedStatistics of extremes under random censoring

83 citations

Showing 2008Show all

9 papers · 1 filter

math.RT20081 cited

Une classe d'espaces préhomogènes de type parabolique faiblement sphériques

Iris Muller

For absolutely simple, finite-dimensional Lie algebras g of rank at least 2, defined over a local field of characteristic 0 and admitting a graduation: g=g(-2)+g(-1)+g(0)+g(1)+g(2)…

math.ST20089 cited

Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression via model selection

Leonid Galtchouk, Serguey Pergamenshchikov

The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper, 2007, for estimating a unknown nonparametric regression. We prove that this proce…

math.ST2008

On asymptotic normality of sequential LS-estimates of unstable autoregressive processes

Leonid Galtchouk, Victor Konev

For estimating the unknown parameters in an unstable autoregressive AR(p), the paper proposes sequential least squares estimates with a special stopping time defined by the trace o…

math.MG2008

Harmonic symmetrization of convex sets and of Finsler structures, with applications to Hilbert geometry

Athanase Papadopoulos, Marc Troyanov

David Hilbert discovered in 1895 an important metric that is canonically associated to any convex domain in the Euclidean (or projective) space. This metric is known to be Fins…

math.DS20081 cited

On the distance between separatrices for the discretized pendulum equation

Hocine Sellama

We consider the discretization q(t+ε)+q(t-ε)-2q(t)=ε^{2}\sin\big(q(t)\big), a small parameter, of the pendulum equation ; in system form, we have the discr…

math.ST20081 cited

Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Part 2: Asymptotic efficiency

Leonid Galtchouk, Serguey Pergamenshchikov

Asymptotic efficiency is proved for the constructed in part 1 procedure, i.e. Pinsker's constant is found in the asymptotic lower bound for the minimax quadratic risk. It is shown…