173 citations · 380 across the 27 of their papers we have counts for
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math.ST2012★ 130 cited
Lasso and probabilistic inequalities for multivariate point processes
Niels Richard Hansen, Patricia Reynaud-Bouret, Vincent Rivoirard
Due to its low computational cost, Lasso is an attractive regularization method for high-dimensional statistical settings. In this paper, we consider multivariate counting processe…
math.ST2012
The two-sample problem for Poisson processes: adaptive tests with a non-asymptotic wild bootstrap approach
Magalie Fromont, Béatrice Laurent, Patricia Reynaud-Bouret
Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are…