57 citations · 174 across the 20 of their papers we have counts for
4 papers · 1 filter
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
Sylvain Delattre, Etienne Roquain
This paper introduces a new framework to study the asymptotical behavior of the empirical distribution function (e.d.f.) of Gaussian vector components, whose correlation matrix $Γ^…
Blockwise SVD with error in the operator and application to blind deconvolution
S. Delattre, M. Hoffmann, D. Picard +1
We consider linear inverse problems in a nonparametric statistical framework. Both the signal and the operator are unknown and subject to error measurements. We establish minimax r…
Testing the finiteness of the support of a distribution: a statistical look at Tsirelson's equation
Sylvain Delattre, Mathieu Rosenbaum
We consider the following statistical problem: based on an i.i.d.sample of size n of integer valued random variables with common law m, is it possible to test whether or not the su…
Scaling limits for Hawkes processes and application to financial statistics
Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann +1
We prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval in the limit .…