46 citations · 158 across the 52 of their papers we have counts for
13 papers · 1 filter
Choosing the penalty in nonparametric regression: short and long-range dependence
Emmanuel Caron Parte, Jérôme Dedecker, Bertrand Michel
In this work, we study the one-dimensional regression problem under random design and Gaussian errors. Our framework is very general: we make no prior assumptions about the design…
Asymptotic confidence interval for R2 in multiple linear regression
J Dedecker, Odelia Guedj, Marie-Luce Taupin
Following White's approach of robust multiple linear regression, we give asymptotic confidence intervals for the multiple correlation coefficient R2 under minimal moment conditions…
Adaptive directional estimator of the density in R^d for independent and mixing sequences
Sinda Ammous, Jérôme Dedecker, Céline Duval
A new multivariate density estimator for stationary sequences is obtained by Fourier inversion of the thresholded empirical characteristic function. This estimator does not depend…
Gaussian linear model selection in a dependent context
Emmanuel Caron, Jérôme Dedecker, Bertrand Michel
In this paper, we study the nonparametric linear model, when the error process is a dependent Gaussian process. We focus on the estimation of the mean vector via a model selection…
The Mann-Whitney U-statistic for -dependent sequences
Jérôme Dedecker, Guillaume Saulière
We give the asymptotic behavior of the Mann-Whitney U-statistic for two independent stationary sequences. The result applies to a large class of short-range dependent sequences, in…
Density estimation for -dependent sequences
Jérôme Dedecker, Florence Merlevède
We study the Lp-integrated risk of some classical estimators of the density, when the observations are drawn from a strictly stationary sequence. The results apply to a large class…