M. Taupin

activity

20052026

most citedNonparametric Estimation of the Regression Function in an Errors-in-Variables Model

12 citations · 28 across the 15 of their papers we have counts for

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Showing 2006 · math.STShow all

5 papers · 2 filters

math.ST2006

Adaptive density estimation for general ARCH models

Fabienne Comte, Jérôme Dedecker, Marie-Luce Taupin

We consider a model $Y_t = σ_t η_t$ in which $(σ_t)$ is not independent of the noise process $(η_t)$ , but $σ_t$ is independent of $η_t$ for each $t$ . We assume that $(σ_t)$ is…

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

Adaptive density deconvolution with dependent inputs

Fabienne Comte, Jérôme Dedecker, Marie-Luce Taupin

In the convolution model $Z_i = X_i + ε_i$ , we give a model selection procedure to estimate the density of the unobserved variables $(X_i)_1 \leq i \leq n$ , when the sequence $…

math.ST2006★ 3 cited

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 $Z_i = X_i + σ ε_i$ ,…