296 citations
- Centre National de la Recherche ScientifiqueFR14 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR13 papers
- Université Paris CitéFR11 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR10 papers
- École PolytechniqueFR10 papers
- Modélisation aléatoire de Paris NanterreFR6 papers
- Sorbonne UniversitéFR6 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR4 papers
- Laboratoire Traitement et Communication de l’InformationFR4 papers
- Centre de Mathématiques Laurent SchwartzFR3 papers
- Roma Tre UniversityIT3 papers
- Université Paris-Est CréteilFR3 papers
9 papers · 1 filter
A test of goodness-of-fit for the copula densities
Ghislaine Gayraud, Karine Tribouley
We consider the problem of testing hypotheses on the copula density from bi-dimensional observations. We wish to test the null hypothesis characterized by a parametric class ag…
Log-average periodogram estimator of the memory parameter
Valderio Reisen, Eric Moulines, Philippe Soulier +1
This paper introduces a semiparametric regression estimator of the memory parameter for long-memory time series process. It is based on the regression in a neighborhood of the zero…
Functional approach for excess mass estimation in the density model
Cristina Butucea, Mathilde Mougeot, Karine Tribouley
We consider a multivariate density model where we estimate the excess mass of the unknown probability density at a given level from i.i.d. observed random variables.…
Subgeometric ergodicity of Markov chains
Randal Douc, Eric Moulines, Philippe Soulier
The goal of this paper is to give a short and self contained proof of general bounds for subgeometric rates of convergence, under practical conditions. The main result whose proof,…
Adaptive procedures in convolution models with known or partially known noise distribution
Cristina Butucea, Catherine Matias, Christophe Pouet
In a convolution model, we observe random variables whose distribution is the convolution of some unknown density f and some known or partially known noise density g. In this paper…
Goodness-of-fit testing and quadratic functional estimation from indirect observations
Cristina Butucea
We consider the convolution model where i.i.d. random variables having unknown density are observed with additive i.i.d. noise, independent of the 's. We assume that t…