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math.ST2010
Nonparametric regression with martingale increment errors
Sylvain Delattre, Stéphane Gaïffas
We consider the problem of adaptive estimation of the regression function in a framework where we replace ergodicity assumptions (such as independence or mixing) by another structu…
math.ST2010
On the false discovery proportion convergence under Gaussian equi-correlation
Sylvain Delattre, Etienne Roquain
We study the convergence of the false discovery proportion (FDP) of the Benjamini-Hochberg procedure in the Gaussian equi-correlated model, when the correlation converges to…