39 citations · 122 across the 23 of their papers we have counts for
17 papers · 1 filter
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 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…
Learning the smoothness of noisy curves with application to online curve estimation
Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea
Combining information both within and across trajectories, we propose a simple estimator for the local regularity of the trajectories of a stochastic process. Independent trajector…
Modified Cox regression with current status data
Laurent Bordes, Maria Carmen Pardo, Christian Paroissin +1
In survival analysis, the lifetime under study is not always observed. In certain applications, for some individuals, the value of the lifetime is only known to be smaller or large…
A General Approach for Cure Models in Survival Analysis
Valentin Patilea, Ingrid Van Keilegom
In survival analysis it often happens that some subjects under study do not experience the event of interest; they are considered to be `cured'. The population is thus a mixture of…