Y. Rozenholc

activity

20062009

most citedPenalized nonparametric mean square estimation of the coefficients of diffusion processes

93 citations · 100 across the 3 of their papers we have counts for

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Showing 2006Show all

2 papers · 1 filter

math.ST2006

Finite sample penalization in adaptive density deconvolution

Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin

We consider the problem of estimating the density $g$ of identically distributed variables $X_i$ , from a sample $Z_1, ..., Z_n$ where $Z_i = X_i + σ ε_i$ , $i = 1, ..., n$ and $σε\_i…

math.ST2006

Penalized contrast estimator for adaptive density deconvolution

Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin

The authors consider the problem of estimating the density $g$ of independent and identically distributed variables $X_i$ , from a sample $Z_1, ..., Z_n$ where $Z_i = X_i + σ ε_i$ ,…