C. Lacour

activity

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

collaborators

Showing 2012Show all

2 papers · 1 filter

math.ST2012

Adaptive pointwise estimation for pure jump Lévy processes

Mélina Bec, Claire Lacour

This paper is concerned with adaptive kernel estimation of the Lévy density N(x) for bounded-variation pure-jump Lévy processes. The sample path is observed at n discrete instants…

math.ST2012

Goodness-of-fit test for noisy directional data

Claire Lacour, Thanh Mai Pham Ngoc

We consider spherical data $X_{i}$ noised by a random rotation $ε_{i} \in$ SO(3) so that only the sample $Z_{i} = ε_{i} X_{i}$ , $i = 1, \dots, N$ is observed. We define a nonpar…