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math.ST2011★ 1 cited
Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
Eric Gautier, Erwan Le Pennec
In the random coefficients binary choice model, a binary variable equals 1 iff an index is positive.The vectors and are independent and belong to the sphere $\mat…
math.ST2011★ 15 cited
Conditional Density Estimation by Penalized Likelihood Model Selection and Applications
Serge Cohen, Erwan Le Pennec
In this technical report, we consider conditional density estimation with a maximum likelihood approach. Under weak assumptions, we obtain a theoretical bound for a Kullback-Leible…