4 papers
Functional central limit theorems for single-stage samplings designs
Hélène Boistard, Hendrik P. Lopuhaä, Anne Ruiz-Gazen
For a joint model-based and design-based inference, we establish functional central limit theorems for the Horvitz-Thompson empirical process and the Hájek empirical process center…
Approximation of rejective sampling inclusion probabilities and application to high order correlations
Hélène Boistard, Hendrik P. Lopuhaä, Anne Ruiz-Gazen
This paper is devoted to rejective sampling. We provide an expansion of joint inclusion probabilities of any order in terms of the inclusion probabilities of order one, extending p…
Robust estimation of the scale and of the autocovariance function of Gaussian short and long-range dependent processes
Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2
A desirable property of an autocovariance estimator is to be robust to the presence of additive outliers. It is well-known that the sample autocovariance, being based on moments, d…
Asymptotic properties of U-processes under long-range dependence
Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2
Let be a stationary mean-zero Gaussian process with covariances $ρ(k)=\PE(X_{1}X_{k+1})$ satisfying: and where is in and $…