296 citations
- Université Paris NanterreFR84 papers
- Centre National de la Recherche ScientifiqueFR15 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR14 papers
- MODAL: MOdel for Data Analysis and LearningFR13 papers
- ESME - École d’ingénieurs pluridisciplinairesFR11 papers
- Centre de Recherche en Économie et StatistiqueFR8 papers
- Laboratoire de Mathématiques d'OrsayFR8 papers
- Laboratoire Traitement et Communication de l’InformationFR8 papers
- Mathématiques Appliquées à Paris 5FR8 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR6 papers
- Université Paris DescartesFR6 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR5 papers
30 papers · 1 filter
Estimation of the -norm and testing in sparse linear regression with unknown variance
Alexandra Carpentier, Olivier Collier, Laetitia Comminges +2
We consider the related problems of estimating the -norm and the squared -norm in sparse linear regression with unknown variance, as well as the problem of testing the hy…
Kernel Selection in Nonparametric Regression
Hélène Halconruy, Nicolas Marie
In the regression model , where has a density , this paper deals with an oracle inequality for an estimator of , involving a kernel in the sen…
Nonparametric Estimation for I.I.D. Paths of Fractional SDE
Fabienne Comte, Nicolas Marie
This paper deals with nonparametric estimators of the drift function computed from independent continuous observations, on a compact time interval, of the solution of a stochas…
On a Nadaraya-Watson Estimator with Two Bandwidths
Fabienne Comte, Nicolas Marie
In a regression model, we write the Nadaraya-Watson estimator of the regression function as the quotient of two kernel estimators, and propose a bandwidth selection method for both…
Minimax optimal estimators for general additive functional estimation
Olivier Collier, Laëtitia Comminges
In this paper, we observe a sparse mean vector through Gaussian noise and we aim at estimating some additive functional of the mean in the minimax sense. More precisely, we general…
Nonparametric Estimation of the Trend in Reflected Fractional SDE
Nicolas Marie
This paper deals with the consistency, a rate of convergence and the asymptotic distribution of a nonparametric estimator of the trend in the Skorokhod reflection problem defined b…