3 papers
math.ST2025
Adaptive Density Estimation Using Projection Kernels and Penalized Comparison to Overfitting
Van Ha Hoang, Tien Dat Nguyen, Thi Mong Ngoc Nguyen
In this work, we study wavelet projection estimators for density estimation, focusing on their construction from -regular, compactly supported wavelet bases. A key asp…
math.ST2024
Asymptotic efficiency for Sobol' and Cram{é}r-von Mises indices under two designs of experiments
Thierry Klein, Agnès Lagnoux, Paul Rochet +1
A variety of indices aim to quantify the impact of input variables on a response, typically the output from a complex computer code or black-box model. Most commonly used, the Sobo…
math.ST2018
Semi-parametric estimation of the variogram of a Gaussian process with stationary increments
Jean-Marc Azaïs, François Bachoc, Agnès Lagnoux +1
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations a…