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20062025
most citedEstimator selection: a new method with applications to kernel density estimation

63 citations · 202 across the 16 of their papers we have counts for

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17 papers · 1 filter

math.ST2025

Nonparametric optimal density estimation for censored circular data

Nicolas Conanec, Claire Lacour, Thanh Mai Pham Ngoc

We consider the problem of estimating the probability density function of a circular random variable observed under censoring. To this end, we introduce a projection estimator cons…

math.ST2025

Is model selection possible for the -loss? PCO estimation for regression models

Claire Lacour, Pascal Massart, Vincent Rivoirard

This paper addresses the problem of model selection in the sequence model , when is sub-Gaussian, for non-euclidian loss-functions. In this model, the Penaliz…

math.ST2021★ 2 cited

Adaptive greedy algorithm for moderately large dimensions in kernel conditional density estimation

Minh-Lien Jeanne Nguyen, Claire Lacour, Vincent Rivoirard

This paper studies the estimation of the conditional density f (x, ) of Y i given X i = x, from the observation of an i.i.d. sample (X i , Y i) R d , i = 1,. .. , n.…

math.ST2021

Three rates of convergence or separation via U-statistics in a dependent framework

Quentin Duchemin, Yohann De Castro, Claire Lacour

Despite the ubiquity of U-statistics in modern Probability and Statistics, their non-asymptotic analysis in a dependent framework may have been overlooked. In a recent work, a new…

math.ST2021

Semiparametric inference for mixtures of circular data

Claire Lacour, Thanh Mai Pham Ngoc

We consider X 1 ,. .. , X n a sample of data on the circle S 1 , whose distribution is a twocomponent mixture. Denoting R and Q two rotations on S 1 , the density of the X i 's is…

math.ST2019★ 6 cited

Numerical performance of Penalized Comparison to Overfitting for multivariate kernel density estimation

Suzanne Varet, Claire Lacour, Pascal Massart +1

Kernel density estimation is a well known method involving a smoothing parameter (the bandwidth) that needs to be tuned by the user. Although this method has been widely used the b…