93 citations · 98 across the 2 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2009★ 5 cited
Pointwise adaptive estimation for robust and quantile regression
Markus Reiss, Yves Rozenholc, Charles-Andre Cuenod
A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regre…
math.ST2007★ 93 cited
Penalized nonparametric mean square estimation of the coefficients of diffusion processes
Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc
We consider a one-dimensional diffusion process which is observed at discrete times with regular sampling interval . Assuming that is strictly stationary,…