54 citations · 61 across the 5 of their papers we have counts for
6 papers
Grouping Strategies and Thresholding for High Dimensional Linear Models
Mathilde Mougeot, Dominique Picard, Karine Tribouley
The estimation problem in a high regression model with structured sparsity is investigated. An algorithm using a two steps block thresholding procedure called GR-LOL is provided. C…
A new selection method for high-dimensionial instrumental setting: application to the Growth Rate convergence hypothesis
Mathilde Mougeot, Dominique Picard, Karine Tribouley
This paper investigates the problem of selecting variables in regression-type models for an "instrumental" setting. Our study is motivated by empirically verifying the conditional…
Learning Out of Leaders
Mathilde Mougeot, Dominique Picard, Karine Tribouley
This paper investigates the estimation problem in a regression-type model. To be able to deal with potential high dimensions, we provide a procedure called LOL, for Learning Out of…
A test of goodness-of-fit for the copula densities
Ghislaine Gayraud, Karine Tribouley
We consider the problem of testing hypotheses on the copula density from bi-dimensional observations. We wish to test the null hypothesis characterized by a parametric class ag…
Thresholding methods to estimate the copula density
Florent Autin, Erwan Le Pennec, Karine Tribouley
This paper deals with the problem of the multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding rules for which the…
Functional approach for excess mass estimation in the density model
Cristina Butucea, Mathilde Mougeot, Karine Tribouley
We consider a multivariate density model where we estimate the excess mass of the unknown probability density at a given level from i.i.d. observed random variables.…