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of 208
pro vyhledávání: '"Comte , Fabienne"'
We consider the nonparametric estimation of the value of a quadratic functional evaluated at the density of a strictly positive random variable $X$ based on an iid. sample from an observation $Y$ of $X$ corrupted by an independent multiplicative erro
Externí odkaz:
http://arxiv.org/abs/2408.06862
Autor:
Comte, Fabienne, Marie, Nicolas
We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under conditions
Externí odkaz:
http://arxiv.org/abs/2404.00157
Autor:
Comte, Fabienne, Marie, Nicolas
Publikováno v:
Journal of Multivariate Analysis 198, 23 pages, 2023
In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are independent. The de
Externí odkaz:
http://arxiv.org/abs/2210.13173
We study the non-parametric estimation of the value ${\theta}(f )$ of a linear functional evaluated at an unknown density function f with support on $R_+$ based on an i.i.d. sample with multiplicative measurement errors. The proposed estimation proce
Externí odkaz:
http://arxiv.org/abs/2111.14920
Autor:
Comte, Fabienne, Marie, Nicolas
Publikováno v:
Journal of Nonparametric Statistics 35, 4, 773-819, 2023
In this paper, we study the estimation of the derivative of a regression function in a standard univariate regression model. The estimators are defined either by derivating nonparametric least-squares estimators of the regression function or by estim
Externí odkaz:
http://arxiv.org/abs/2106.13293
We study the non-parametric estimation of an unknown density f with support on R+ based on an i.i.d. sample with multiplicative measurement errors. The proposed fully data driven procedure is based on the estimation of the Mellin transform of the den
Externí odkaz:
http://arxiv.org/abs/2009.10547
Autor:
Comte, Fabienne, Marie, Nicolas
This paper deals with nonparametric estimators of the drift function $b$ computed from independent continuous observations, on a compact time interval, of the solution of a stochastic differential equation driven by the fractional Brownian motion (fS
Externí odkaz:
http://arxiv.org/abs/2004.03417
Autor:
Comte, Fabienne, Marie, Nicolas
Publikováno v:
Electronic Journal of Statistics 15, 1, 2566-2607, 2021
In a regression model, we write the Nadaraya-Watson estimator of the regression function as the quotient of two kernel estimators, and propose a bandwidth selection method for both the numerator and the denominator. We prove risk bounds for both data
Externí odkaz:
http://arxiv.org/abs/2001.09445
Autor:
Comte, Fabienne, Marie, Nicolas
Publikováno v:
In Journal of Multivariate Analysis November 2023 198
Autor:
Comte, Fabienne, Marie, Nicolas
Publikováno v:
Journal of Statistical Planning and Inference 207, 198-214, 2020
For $n$ independent random variables having the same H\"older continuous density, this paper deals with controls of the Wolverton-Wagner's estimator MSE and MISE. Then, for a bandwidth $h_n(\beta)$, estimators of $\beta$ are obtained by a Goldenshlug
Externí odkaz:
http://arxiv.org/abs/1902.00734