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- Université Paris CitéFR13 papers
- Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR5 papers
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5 papers · 1 filter
Assessing the Distribution Consistency of Sequential Data
Mahendra Mariadassou, Avner Bar-Hen
Given n observations, we study the consistency of a batch of k new observations, in terms of their distribution function. We propose a non-parametric, non-likelihood test based on…
Pointwise adaptive estimation for robust and quantile regression
Markus Reiss, Yves Rozenholc, Charles-Andre Cuenod
A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regre…
Rates of convergence for nonparametric deconvolution
Claire Lacour
This Note presents original rates of convergence for the deconvolution problem. We assume that both the estimated density and noise density are supersmooth and we compute the risk…
Adaptive estimation of the transition density of a particular hidden Markov chain
Claire Lacour
We study the following model of hidden Markov chain: , with a real-valued positive recurrent and stationary Markov chain and $(ε_i)_{1\leq i\leq…
Nonparametric estimation of the stationary density and the transition density of a Markov chain
Claire Lacour
In this paper, we study first the problem of nonparametric estimation of the stationary density of a discrete-time Markov chain . We consider a collection of projection…