2 citations · 2 across the 12 of their papers we have counts for
12 papers
Robust Interpolated Quantile Estimators: Asymptotic Theory and Efficiency
Saïd Maanan, Azzouz Dermoune, Ahmed El Ghini +1
This paper introduces a unified family of interpolated quantile estimators obtained by augmenting the check loss with quadratic, Huber, or Tukey's bisquare regularization. The esti…
Interpolated Quantile Estimation: A Unified Framework Bridging Quantiles and the Mean
Saïd Maanan, Azzouz Dermoune, Ahmed El Ghini
This paper develops and analyzes three families of estimators that continuously interpolate between classical quantiles and the sample mean. The construction begins with a smoothed…
Smoothed Quantile Estimation via Interpolation to the Mean
Saïd Maanan, Azzouz Dermoune, Ahmed El Ghini
This paper introduces a unified family of smoothed quantile estimators that continuously interpolate between classical empirical quantiles and the sample mean. The estimators q(z,…
Multiscale Asymptotic Normality in Quantile Regression: Hilbert Matrices and Polynomial Designs
Saïd Maanan, Azzouz Dermoune, Ahmed El Ghini
This paper investigates the asymptotic properties of quantile regression estimators in linear models, with a particular focus on polynomial regressors and robustness to heavy-taile…
Interpolation and linear prediction of data -- three kernel selection criteria
Azzouz Dermoune, Mohammed Es. Sebaiy, Jabrane Moustaaid
Interpolation and prediction have been useful approaches in modeling data in many areas of applications. The aim of this paper is the prediction of the next value of a time series…
Parametrizations, weights, and optimal prediction: Part 1
Azzouz Dermoune, Khalifa Es-Sebaiy, Mohammed Es. Sebaiy +1
We consider the problem of the annual mean temperature prediction. The years taken into account and the corresponding annual mean temperatures are denoted by and $t_0…
Large deviation for lasso diffusion process
Azzouz Dermoune, Khalifa Es-Sebaiy, Youssef Ouknine
The aim of the present paper is to extend the large deviation with discontinuous statistics studied in \cite{BDE} to the diffusion $d\mathbf{x}^\varepsilon = -\{\mathbf{A}^\top (\m…
MCMC convergence diagnosis using geometry of Bayesian LASSO
Azzouz Dermoune, Daoud Ounaissi, Nadji Rahmania
Using posterior distribution of Bayesian LASSO we construct a semi-norm on the parameter space. We show that the partition function depends on the ratio of the l1 and l2 norms and…
The three different regimes in coulombic friction
Azzouz Dermoune, Daoud Ounaissi, Nadji Rahmania
de Gennes identified three regimes in the phenomenon of the Langevin equation wich includes Coulombic friction. Here we extend and precise this phenomenon to a constant external fo…
Strong noise estimation in cubic splines
Azzouz Dermoune, Aziz El Kaabouchi
The data , satisfy where belongs to the set of cubic splines. The unknown noises are such that $va…
Oscillation of adaptative Metropolis-Hasting and simulated annealing algorithms around penalized least squares estimator
Azzouz Dermoune, Daoud Ounaissi, Nadji Rahmania
In this work we study, as the temperature goes to zero, the oscillation of Metropolis-Hasting's algorithm around the Basis Pursuit De-noising solutions. We derive new criteria for…
Estimation of noisy cubic spline using a natural basis
Azzouz Dermoune, Cristian Preda
We define a new basis of cubic splines such that the coordinates of a natural cubic spline are sparse. We use it to analyse and to extend the classical Schoenberg and Reinsch resul…