355 citations
- Centre National de la Recherche ScientifiqueFR47 papers
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- Laboratoire de Mathématiques Raphaël SalemFR16 papers
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- Institut National des Sciences Appliquées Rouen NormandieFR8 papers
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math.ST2011
On improved estimation in a conditionally Gaussian regression
Evgeny Pchelintsev
The paper considers the problem of estimating a \ dimensional mean vector of a multivariate conditionally normal distribution under quadratic loss. The problem of this type…
math.ST2010★ 20 cited
General model selection estimation of a periodic regression with a Gaussian noise
Victor Konev, Serguei Pergamenchtchikov
This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation funct…
math.ST2008
Adaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities
Leonid Galtchouk, Serguey Pergamenshchikov
An adaptive nonparametric estimation procedure is constructed for the estimation problem of heteroscedastic regression when the noise variance depends on the unknown regression. A…