39 citations · 122 across the 23 of their papers we have counts for
27 papers
Learning the regularity of multivariate functional data
Omar Kassi, Nicolas Klutchnikoff, Valentin Patilea
Combining information both within and between sample realizations, we propose a simple estimator for the local regularity of surfaces in the functional data framework. The independ…
Adaptive functional principal components analysis
Sunny G. W. Wang, Valentin Patilea, Nicolas Klutchnikoff
Functional data analysis almost always involves smoothing discrete observations into curves, because they are never observed in continuous time and rarely without error. Although s…
A 2-step estimation procedure for semiparametric mixture cure models
Eni Musta, Valentin Patilea, Ingrid Van Keilegom
Cure models have been developed as an alternative modelling approach to conventional survival analysis in order to account for the presence of cured subjects that will never experi…
Adaptive estimation of irregular mean and covariance functions
Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea
Nonparametric estimators for the mean and the covariance functions of functional data are proposed. The setup covers a wide range of practical situations. The random trajectories a…
Powers correlation analysis of non-stationary illiquid assets
Valentin Patilea, Hamdi Raïssi
In this paper, the higher order dynamics of individual illiquid stocks are investigated. We show that considering the classical powers correlation could lead to a spurious assessme…
Clustering multivariate functional data using unsupervised binary trees
Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea
We propose a model-based clustering algorithm for a general class of functional data for which the components could be curves or images. The random functional data realizations cou…