Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Nguyen, Thi Mong Ngoc"'
In this note, we are interested in the asymptotic efficiency of Sobol' indices esti-mators. After recalling the basis of asymptotic efficiency, we compute the efficientinfluence functions for Sobol' indices in two different contexts: the Pick-Freeze
Externí odkaz:
http://arxiv.org/abs/2407.15468
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic approximations of the m
Externí odkaz:
http://arxiv.org/abs/1806.03135
We investigate in this paper a Bickel-Rosenblatt test of goodness-of-fit for the density of the noise in an autoregressive model. Since the seminal work of Bickel and Rosenblatt, it is well-known that the integrated squared error of the Parzen-Rosenb
Externí odkaz:
http://arxiv.org/abs/1706.09811
Publikováno v:
Journal of Multivariate Analysis, Elsevier, 2017, 160, pp.42 - 67
We consider a one-dimensional Gaussian process having exponential covariance function. Under fixed-domain asymptotics, we prove the strong consistency and asymptotic normality of a cross validation estimator of the microergodic covariance parameter.
Externí odkaz:
http://arxiv.org/abs/1610.02872
Autor:
Nguyen, Thi Mong Ngoc
Dans cette th ese, nous nous int eressons au mod ele semi-param etrique de r egression de la forme y = f( \theta'x; \epsilon), lorsque x \in R^p et y\in R. Notre objectif est d' etudier des probl emes d'estimation des param etres \theta et f de ce mo
Externí odkaz:
http://tel.archives-ouvertes.fr/tel-00938607
http://tel.archives-ouvertes.fr/docs/00/93/86/07/PDF/These_Nguyen_IMB.pdf
http://tel.archives-ouvertes.fr/docs/00/93/86/07/PDF/These_Nguyen_IMB.pdf
Publikováno v:
Acta Mathematica Vietnamica. 48:237-257
On the asymptotic behavior of the Nadaraya-Watson estimator associated with the recursive SIR method
We investigate the asymptotic behavior of the Nadaraya-Watson estimator for the estimation of the regression function in a semiparametric regression model. On the one hand, we make use of the recursive version of the sliced inverse regression method
Externí odkaz:
http://arxiv.org/abs/1202.5432
Publikováno v:
In Journal of Multivariate Analysis August 2017 160:42-67
Publikováno v:
In Journal of the Korean Statistical Society March 2012 41(1):17-36
Autor:
Lagnoux, Agnès1 (AUTHOR) lagnoux@univ-tlse2.fr, Nguyen, Thi Mong Ngoc2 (AUTHOR), Proïa, Frédéric3 (AUTHOR)
Publikováno v:
ESAIM: Probability & Statistics. 2019, Vol. 23, p464-491. 28p.