23 citations · 172 across the 27 of their papers we have counts for
Showing 2020 · math.STShow all
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math.ST2020★ 3 cited
Kernel Selection in Nonparametric Regression
Hélène Halconruy, Nicolas Marie
In the regression model , where has a density , this paper deals with an oracle inequality for an estimator of , involving a kernel in the sen…
math.ST2020★ 10 cited
Nonparametric Estimation for I.I.D. Paths of Fractional SDE
Fabienne Comte, Nicolas Marie
This paper deals with nonparametric estimators of the drift function computed from independent continuous observations, on a compact time interval, of the solution of a stochas…
math.ST2020★ 12 cited
On a Nadaraya-Watson Estimator with Two Bandwidths
Fabienne Comte, Nicolas Marie
In a regression model, we write the Nadaraya-Watson estimator of the regression function as the quotient of two kernel estimators, and propose a bandwidth selection method for both…