Zobrazeno 1 - 10
of 49
pro vyhledávání: '"Tribouley, Karine"'
The estimation problem in a high regression model with structured sparsity is investigated. An algorithm using a two steps block thresholding procedure called GR-LOL is provided. Convergence rates are produced: they depend on simple coherence-type in
Externí odkaz:
http://arxiv.org/abs/1207.2067
This paper investigates the problem of selecting variables in regression-type models for an "instrumental" setting. Our study is motivated by empirically verifying the conditional convergence hypothesis used in the economical literature concerning th
Externí odkaz:
http://arxiv.org/abs/1103.3967
This paper investigates the estimation problem in a regression-type model. To be able to deal with potential high dimensions, we provide a procedure called LOL, for Learning Out of Leaders with no optimization step. LOL is an auto-driven algorithm wi
Externí odkaz:
http://arxiv.org/abs/1001.1919
Autor:
Gayraud, Ghislaine, Tribouley, Karine
We consider the problem of testing hypotheses on the copula density from $n$ bi-dimensional observations. We wish to test the null hypothesis characterized by a parametric class against a composite nonparametric alternative. Each density under the al
Externí odkaz:
http://arxiv.org/abs/0902.4842
Publikováno v:
Journal of Multivariate Analysis 101, 1 (2010) 200-222
This paper deals with the problem of the multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding rules for which the knowledge of the regularity of the copula density to be estimated is
Externí odkaz:
http://arxiv.org/abs/0802.2424
Publikováno v:
Electronic Journal of Statistics 2007, Vol. 1, 449-472
We consider a multivariate density model where we estimate the excess mass of the unknown probability density $f$ at a given level $\nu>0$ from $n$ i.i.d. observed random variables. This problem has several applications such as multimodality testing,
Externí odkaz:
http://arxiv.org/abs/0711.0807
Autor:
Tribouley, Karine
Publikováno v:
Scandinavian Journal of Statistics, 2003 Dec 01. 30(4), 739-756.
Externí odkaz:
https://www.jstor.org/stable/4616799
Autor:
Picard, Dominique, Tribouley, Karine
Publikováno v:
The Annals of Statistics, 2002 Apr 01. 30(2), 374-378.
Externí odkaz:
https://www.jstor.org/stable/2699958
Autor:
Picard, Dominique, Tribouley, Karine
Publikováno v:
The Annals of Statistics, 2000 Feb 01. 28(1), 298-335.
Externí odkaz:
https://www.jstor.org/stable/2673991
Publikováno v:
Bernoulli, 1996 Sep 01. 2(3), 229-247.
Externí odkaz:
https://www.jstor.org/stable/3318521