activity
20062019
most citedNonparametric estimation in a regression model with additive and multiplicative noise

16 citations · 46 across the 5 of their papers we have counts for

collaborators

7 papers

math.ST2019★ 16 cited

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…

math.ST2012★ 2 cited

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…

math.ST2012★ 6 cited

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…

math.ST2011

Adaptive estimation of an additive regression function from weakly dependent data

Christophe Chesneau, Jalal M. Fadili, Bertrand Maillot

A -dimensional nonparametric additive regression model with dependent observations is considered. Using the marginal integration technique and wavelets methodology, we develop a…

math.ST2011

The degrees of freedom of the Lasso for general design matrix

Charles Dossal, Maher Kachour, Jalal M. Fadili +2

In this paper, we investigate the degrees of freedom ($\dof$) of penalized minimization (also known as the Lasso) for linear regression models. We give a closed-form expre…

math.ST2007★ 14 cited

Wavelet block thresholding for samples with random design: a minimax approach under the risk

Christophe Chesneau

We consider the regression model with (known) random design. We investigate the minimax performances of an adaptive wavelet block thresholding estimator under the ri…

math.ST2006★ 8 cited

Adapting to Unknown Smoothness by Aggregation of Thresholded Wavelet Estimators

Christophe Chesneau, Guillaume Lecué

We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regressi…