16 citations · 17 across the 5 of their papers we have counts for
8 papers
Goodness-of-fit testing of the distribution of posterior classification probabilities for validating model-based clustering
Salima El Kolei, Matthieu Marbac
We present the first method for assessing the relevance of a model-based clustering result in a general framework. Standard validation criteria, like the adjusted Rand index, rely…
Estimation of the Order of Non-Parametric Hidden Markov Models using the Singular Values of an Integral Operator
Marie Du Roy de Chaumaray, Salima El Kolei, Marie-Pierre Etienne +1
We are interested in assessing the order of a finite-state Hidden Markov Model (HMM) with the only two assumptions that the transition matrix of the latent Markov chain has full ra…
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…
Adaptive Density Estimation on Bounded Domains
Karine Bertin, Salima El Kolei, Nicolas Klutchnikoff
We study the estimation, in Lp-norm, of density functions defined on [0,1]^d. We construct a new family of kernel density estimators that do not suffer from the so-called boundary…
Analysis, detection and correction of misspecified discrete time state space models
Salima El Kolei, Frédéric Patras
Misspecifications (i.e. errors on the parameters) of state space models lead to incorrect inference of the hidden states. This paper studies weakly nonlin-ear state space models wi…
Parametric inference of hidden discrete-time diffusion processes by deconvolution
Salima El Kolei, Florian Pelgrin
We study a new parametric approach for hidden discrete-time diffusion models. This method is based on contrast minimization and deconvolution and leads to estimate a large class of…
Propagation of initial errors on the parameters for linear and Gaussian state space models
Salima El Kolei
For linear and Gaussian state space models parametrized by corresponding to the vector of parameters of the model, the Kalman filter gives…
Parametric estimation of hidden stochastic model by contrast minimization and deconvolution: application to the Stochastic Volatility Model
Salima El Kolei
We study a new parametric approach for particular hidden stochastic models such as the Stochastic Volatility model. This method is based on contrast minimization and deconvolution.…