34 citations · 36 across the 3 of their papers we have counts for
5 papers
Estimating the conditional density by histogram type estimators and model selection
Mathieu Sart
We propose a new estimation procedure of the conditional density for independent and identically distributed data. Our procedure aims at using the data to select a function among a…
A new method for estimation and model selection: -estimation
Yannick Baraud, Lucien Birgé, Mathieu Sart
The aim of this paper is to present a new estimation procedure that can be applied in many statistical frameworks including density and regression and which leads to both robust an…
Robust estimation on a parametric model via testing
Mathieu Sart
We are interested in the problem of robust parametric estimation of a density from i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build a…
Estimation of the transition density of a Markov chain
Mathieu Sart
We present two data-driven procedures to estimate the transition density of an homogeneous Markov chain. The first yields to a piecewise constant estimator on a suitable random par…
Model selection for Poisson processes with covariates
Mathieu Sart
We observe inhomogeneous Poisson processes with covariates and aim at estimating their intensities. We assume that the intensity of each Poisson process is of the form $s (\cdo…