21 citations · 83 across the 10 of their papers we have counts for
5 papers · 1 filter
Nonparametric estimation in a regression model with additive and multiplicative noise
Christophe Chesneau, Salima El Kolei, Junke Kou +1
In this paper, we consider an unknown functional estimation problem in a general nonparametric regression model with the feature of having both multiplicative and additive noise.We…
Finite sample improvement of Akaike's Information Criterion
Adrien Saumard, Fabien Navarro
We emphasize that it is possible to improve the principle of unbiased risk estimation for model selection by addressing excess risk deviations in the design of penalization procedu…
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
Fabien Navarro, Adrien Saumard
We investigate the optimality for model selection of the so-called slope heuristics, -fold cross-validation and -fold penalization in a heteroscedastic with random design reg…
On adaptive wavelet estimation of a class of weighted densities
Fabien Navarro, Christophe Chesneau, Jalal Fadili
We investigate the estimation of a weighted density taking the form , where denotes an unknown density, the associated distribution function and is a known (no…
Block thresholding for wavelet-based estimation of function derivatives from a heteroscedastic multichannel convolution model
Fabien Navarro, Christophe Chesneau, Jalal Fadili +1
We observe heteroscedastic stochastic processes , where for any and , is the convolution product of an unknown functi…