2 papers
math.ST2025
A model-based approach to density estimation in sup-norm
Guillaume Maillard
We define a general method for finding a quasi-best approximant in sup-norm to a target density belonging to a given model, based on independent samples drawn from distributions wh…
math.ST2025
Estimating a regression function under possible heteroscedastic and heavy-tailed errors. Application to shape-restricted regression
Yannick Baraud, Guillaume Maillard
We consider a regression framework where the design points are deterministic and the errors possibly non-i.i.d. and heavy-tailed (with a moment of order in ). Given a cl…