M. Taupin

most citedSemi-parametric estimation of the hazard function in a model with covariate measurement error

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math.ST2006★ 1 cited

Semi-parametric estimation of the hazard function in a model with covariate measurement error

Marie-Laure Martin-Magniette, Marie-Luce Taupin

We consider a model where the failure hazard function, conditional on a covariate $Z$ is given by $R (t, θ^{0} ∣ Z) = η_γ^{0} (t) f_β^{0} (Z)$ , with $θ^{0} = (β^{0}, γ^{0})^{⊤} \in R^{m + p}$ …

math.ST2006

Finite sample penalization in adaptive density deconvolution

Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin

We consider the problem of estimating the density $g$ of identically distributed variables $X_i$ , from a sample $Z_1, ..., Z_n$ where $Z_i = X_i + σ ε_i$ , $i = 1, ..., n$ and $σε\_i…

math.ST2006

Penalized contrast estimator for adaptive density deconvolution

Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin

The authors consider the problem of estimating the density $g$ of independent and identically distributed variables $X_i$ , from a sample $Z_1, ..., Z_n$ where $Z_i = X_i + σ ε_i$ ,…

math.ST2005

Nonparametric Estimation of the Regression Function in an Errors-in-Variables Model

Fabienne Comte, Marie-Luce Taupin

We consider the regression model with errors-in-variables where we observe $n$ i.i.d. copies of $(Y, Z)$ satisfying $Y = f (X) + ξ, Z = X + σ ε$ , involving independent and unobserved random v…

math.ST2005

New $M$ -estimators in semi-parametric regression with errors in variables

Cristina Butucea, Marie-Luce Taupin

In the regression model with errors in variables, we observe $n$ i.i.d. copies of $(Y, Z)$ satisfying $Y = f_{θ^{0}} (X) + ξ$ and $Z = X + ε$ involving independent and unobserved random variab…