4 citations · 14 across the 4 of their papers we have counts for
5 papers
A finite sample analysis of the benign overfitting phenomenon for ridge function estimation
Emmanuel Caron, Stephane Chretien
Recent extensive numerical experiments in high scale machine learning have allowed to uncover a quite counterintuitive phase transition, as a function of the ratio between the samp…
Gaussian linear model selection in a dependent context
Emmanuel Caron, Jérôme Dedecker, Bertrand Michel
In this paper, we study the nonparametric linear model, when the error process is a dependent Gaussian process. We focus on the estimation of the mean vector via a model selection…
Linear regression with stationary errors : the R package slm
Emmanuel Caron, Jérôme Dedecker, Bertrand Michel
This paper introduces the R package slm which stands for Stationary Linear Models. The package contains a set of statistical procedures for linear regression in the general context…
Asymptotic distribution of least square estimators for linear models with dependent errors
Emmanuel Caron
In this paper, we consider the usual linear regression model in the case where the error process is assumed strictly stationary. We use a result from Hannan (1973), who proved a Ce…
Asymptotic distribution of least squares estimators for linear models with dependent errors : regular designs
Emmanuel Caron, Sophie Dede
In this paper, we consider the usual linear regression model in the case where the error process is assumed strictly stationary. We use a result from Hannan, who proved a Central L…