93 citations · 100 across the 3 of their papers we have counts for
4 papers · 1 filter
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…
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,…
Finite sample penalization in adaptive density deconvolution
Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin
We consider the problem of estimating the density of identically distributed variables , from a sample where , and $σε\_i…
Penalized contrast estimator for adaptive density deconvolution
Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin
The authors consider the problem of estimating the density of independent and identically distributed variables , from a sample where ,…