Search Results - "Tribouley, K."
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LOL selection in high dimension
Published in Computational statistics & data analysis (01-03-2014)“…A selection procedure with no optimization step called LOLA, for Learning Out of Leaders with Adaptation is proposed. LOLA is an auto-driven algorithm with two…”
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Thresholding methods to estimate copula density
Published in Journal of multivariate analysis (2010)“…This paper deals with the problem of multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding…”
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Nonparametric homogeneity tests
Published in Journal of statistical planning and inference (01-03-2006)“…We test whether two independent samples of i.i.d. random variables X 1 , … , X n and Y 1 , … , Y m having common probability density f and, respectively, g are…”
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Estimating copula densities through wavelets
Published in Insurance, mathematics & economics (01-04-2009)“…Wavelet analysis is used to construct a rank-based estimator of a copula density. The procedure, which can be easily implemented with ready-to-use wavelet…”
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5
Learning Out of Leaders: Regression for high dimension
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (2012)Get full text
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Minimax comparison for tail indices
Published in Annals of the Institute of Statistical Mathematics (2010)Get full text
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A goodness-of-fit test for copula densities
Published in Test (Madrid, Spain) (01-11-2011)“…We consider the problem of testing hypotheses on the copula density from a two-dimensional random sample. We test the null hypothesis of a parametric class…”
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Grouping strategies and thresholding for high dimensional linear models
Published in Journal of statistical planning and inference (01-09-2013)“…The estimation problem in a high regression model with structured sparsity is investigated. An algorithm using a two-step block thresholding procedure called…”
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Thresholding methods to estimate the copula density
Published in Journal of multivariate analysis (2010)Get full text
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10
THE MAXISET POINT OF VIEW FOR ESTIMATING INTEGRATED QUADRATIC FUNCTIONALS
Published in Statistica Sinica (01-01-2008)“…This paper explores the estimation of ʃ f2 where f is a functional parameter in the white noise model. To compare different estimation procedures, we adopt the…”
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Estimating copula densities through wavelets
Published in Insurance, mathematics & economics (2009)Get full text
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Adaptive Confidence Interval for Pointwise Curve Estimation
Published in The Annals of statistics (01-02-2000)“…We present a procedure associated with nonlinear wavelet methods that provides adaptive confidence intervals around f(x0), in either a white noise model or a…”
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Adaptive simultaneous confidence intervals in non-parametric estimation
Published in Statistics & probability letters (01-08-2004)“…We present non-linear wavelet methods to compute simultaneous confidence intervals for f( x) when f is a functional parameter issued from a non-parametric…”
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14
Adaptive simultaneous confidence intervals in non-parametric estimation
Published in Statistics & probability letters (01-05-2004)“…We present non-linear wavelet methods to compute simultaneous confidence intervals for f(x) when f is a functional parameter issued from a non-parametric…”
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15
A Wavelet Method for Confidence Intervals in the Density Model
Published in Scandinavian journal of statistics (01-12-2003)“…We present a wavelet procedure for defining confidence intervals for$f(x_{0})$, where x0is a given point and f is an unknown density from which there are…”
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Random Rates in Anisotropic Regression: Discussion
Published in The Annals of statistics (01-04-2002)Get full text
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Wavelet methods to estimate an integrated quadratic functional: Adaptivity and asymptotic law
Published in Statistics & probability letters (15-08-1999)“…Using wavelet thresholding methods, we give an adaptive estimator of θ=∫ f 2, where f is coming from the white noise model. We estimate the random bias term,…”
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