7 citations · 20 across the 12 of their papers we have counts for
12 papers
Extreme quantile regression in a proportional tail framework
Benjamin Bobbia, Clément Dombry, Davit Varron
We revisit the model of heteroscedastic extremes initially introduced by Einmahl et al. (JRSSB, 2016) to describe the evolution of a non stationary sequence whose extremes evolve o…
The coupling method in extreme value theory
Benjamin Bobbia, Clément Dombry, Davit Varron
A coupling method is developed for univariate extreme value theory , providing an alternative to the use of the tail empirical/quantile processes. Emphasizing the Peak-over-Thresho…
On the bracketing entropy condition and generalized empirical measures
Davit Varron
We prove a Donsker and a Glivenko--Cantelli theorem for sequences of random discrete measures generalizing empirical measures. Those two results hold under standard conditions upon…
Non standard functional limit laws for the increments of the compound empirical distribution function
Davit Varron, Myriam Maumy
Let be a sequence of independent, identically distributed (i.i.d.) random vectors taking values in $\RRR^k\times\RRR^d$, for some integers and . Given…
Clustering rates and Chung type functional laws of the iterated logarithm for empirical and quantile processes
Davit Varron
Following the works of Berthet (1997), we first obtain exact clustering rates in the functional law of the iterated logarithm for the uniform empirical and quantile processes and f…
Some asymptotic results on density estimators by wavelet projections
Davit Varron
Let be an i.i.d. sample on $\RRR^d$ having density . Given a real function on $\RRR^d$ with finite variation and given an integer valued sequence ,…
Some uniform in bandwidth functional results for the tail uniform empirical and quantile processes
Davit Varron
For fixed and , consider the local uniform empirical process $$\DD_{n,h,t}(s):=n^{-1/2}\coo\sliin 1_{[t,t+hs]}(U_i)-hs\cff,\;s\in [0,1],$$ where the are ind…
Some new almost sure results on the functional increments of the uniform empirical process
Davit Varron
Given an observation of the uniform empirical process $\alp_n$, its functional increments $\alp_n(u+a_n\cdot)-\alp_n(u)$ can be viewed as a single random process, when is distr…
A nonstandard uniform functional limit law for the increments of the multivariate empirical distribution function
Davit Varron
Let be an independent, identically distributed sequence of random variables on $\RRR^d$. Under mild conditions on the density of , we provide a nonstandard u…
Uniform in bandwidth exact rates for a class of kernel estimators
Davit Varron, Ingrid Van Keilegom
Given an i.i.d sample , taking values in $\RRR^{d'}\times \RRR^d$, we consider a collection Nadarya-Watson kernel estimators of the conditional expectations $\EEE(<c_g(z…
The almost sure behavior of certain spatial repartitions of local empirical processes indexed by functions
Davit Varron
We investigate a particular form of weak convergence of the local empirical process.
A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process
Davit Varron
Consider the following local empirical process indexed by , for fixed and : $$G_n(K,h,z):=\sum_{i=1}^n K \Bigl(\frac{Z_i-z}{h^{1/d}}\Big)…