46 citations · 224 across the 39 of their papers we have counts for
4 papers · 1 filter
Iterated Jackknives and Two-Sided Variance Inequalities
Olivier Bousquet, Christian Houdré
We consider the variance of a function of independent random variables and provide new inequalities which, in particular, extend previous results obtained for symmetric functio…
Risk bounds for the non-parametric estimation of Lévy processes
José E. Figueroa-López, Christian Houdré
Estimation methods for the Lévy density of a Lévy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. Th…
Wavelet thresholding for nonnecessarily Gaussian noise: functionality
R. Averkamp, C. Houdré
For signals belonging to balls in smoothness classes and noise with enough moments, the asymptotic behavior of the minimax quadratic risk among soft-threshold estimates is investig…
Stein Estimation for Infinitely Divisible Laws
R. Averkamp, C. Houdré
Unbiased risk estimation, à la Stein, is studied for infinitely divisible laws with finite second moment.