3 citations · 4 across the 6 of their papers we have counts for
6 papers
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, based on compactly supported -regular scaling functions. The main issue is the choice of th…
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…
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…
On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes
Agnès Lagnoux, Thi Mong Ngoc Nguyen, Frédéric Proïa
We investigate in this paper a Bickel-Rosenblatt test of goodness-of-fit for the density of the noise in an autoregressive model. Since the seminal work of Bickel and Rosenblatt, i…
Cross-validation estimation of covariance parameters under fixed-domain asymptotics
Francois Bachoc, Agnes Lagnoux, Thi Mong Ngoc Nguyen
We consider a one-dimensional Gaussian process having exponential covariance function. Under fixed-domain asymptotics, we prove the strong consistency and asymptotic normality of a…
On the asymptotic behavior of the Nadaraya-Watson estimator associated with the recursive SIR method
Bernard Bercu, Thi Mong Ngoc Nguyen, Jerome Saracco
We investigate the asymptotic behavior of the Nadaraya-Watson estimator for the estimation of the regression function in a semiparametric regression model. On the one hand, we make…