10 citations · 10 across the 3 of their papers we have counts for
5 papers
Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions
Eustasio Del Barrio, Paula Gordaliza, Hélène Lescornel +1
Wasserstein barycenters and variance-like criteria based on the Wasserstein distance are used in many problems to analyze the homogeneity of collections of distributions and struct…
A statistical analysis of a deformation model with Wasserstein barycenters : estimation procedure and goodness of fit test
Eustasio Del Barrio, Hélène Lescornel, Jean-Michel Loubes
We propose a study of a distribution registration model for general deformation functions. In this framework, we provide estimators of the deformations as well as a goodness of fit…
A Robbins-Monro procedure for the estimation of parametric deformations on random variables
Philippe Fraysse, Hélène Lescornel, Jean-Michel Loubès
The paper is devoted to the study of a parametric deformation model of independent and identically random variables. Firstly, we construct an efficient and very easy to compute rec…
Adaptive Covariance Estimation with model selection
Rolando Biscay, Hélène Lescornel, Jean-Michel Loubes
We provide in this paper a fully adaptive penalized procedure to select a covariance among a collection of models observing i.i.d replications of the process at fixed observation p…
Unbiased risk estimation method for covariance estimation
Hélène Lescornel, Jean-Michel Loubes, Claudie Chabriac
We consider a model selection estimator of the covariance of a random process. Using the Unbiased Risk Estimation (URE) method, we build an estimator of the risk which allows to se…