output
19952026
most citedInverse Problem for a Curved Quantum Guide

1k citations

Showing 2009 · math.STShow all

6 papers · 2 filters

math.ST2009

Non asymptotic minimax rates of testing in signal detection with heterogeneous variances

Béatrice Laurent, Jean-Michel Loubès, Clément Marteau

The aim of this paper is to establish non-asymptotic minimax rates of testing for goodness-of-fit hypotheses in a heteroscedastic setting. More precisely, we deal with sequences $(…

math.ST2009★ 3 cited

Adaptive estimation of spectral densities via wavelet thresholding and information projection

Jérémie Bigot, Rolando Biscay Lirio, Jean-Michel Loubes +1

In this paper, we study the problem of adaptive estimation of the spectral density of a stationary Gaussian process. For this purpose, we consider a wavelet-based method which comb…

math.ST2009★ 6 cited

Optimal model selection for density estimation of stationary data under various mixing conditions

Matthieu Lerasle

We propose a block-resampling penalization method for marginal density estimation with nonnecessary independent observations. When the data are or -mixing, the selected esti…

math.ST2009★ 2 cited

Optimal model selection in density estimation

Matthieu Lerasle

We build penalized least-squares estimators using the slope heuristic and resampling penalties. We prove oracle inequalities for the selected estimator with leading constant asympt…

math.ST2009★ 8 cited

Adaptive density estimation for stationary processes

Matthieu Lerasle

We propose an algorithm to estimate the common density of a stationary process . We suppose that the process is either or -mixing. We provide a model select…

math.ST2009★ 7 cited

Oracle Inequality for Instrumental Variable Regression

Jean-Michel Loubes, Clément Marteau

We tackle the problem of estimating a regression function observed in an instrumental regression framework. This model is an inverse problem with unknown operator. We provide a spe…