Prépublications du laboratoire

2009
  1. Michel Broniatowski, Aida Toma. Dual divergence estimators and tets: robustness results. Prépublication 2009-03
  2. M. Broniatowski, Y.Ritov. Importance Sampling for rare events and conditioned random walks. Prépublication 2009-02
  3. Michel Broniatowski, Igor VajdaMichel Broniatowski. Several Applications of Divergence Criteria in Continuous Families. Prépublication 2009-01
2007
  1. Michel Broniatowski, Aida Toma. Minimum divergence estimators and tests: robustness results. Prépublication 2007-03
  2. Michel Broniatowski, Amor Keziou. Parametric estimation and test through divergences and duality technique. Prépublication 2007-02
  3. Stéphane Gaïffas, Guillaume Lecué. Optimal rates and adaptation in the single index model using aggregation. Prépublication 2007-01
2006
  1. Ségolen Geffray. Strong approximations for dependent competing risks with independent censorship. Prépublication 2006-1
  2. Fateh Chebana et Naamane Laïb. Locally asymptotically optimal tests for non linear time-series models. Prépublication 2006-2
  3. Annick Valibouze. Sur les relations entre les racines d'un polynôme. Prépublication 2006-3
  4. Agathe Guilloux. Non-parametric estimation for censored lifetimes suffering from an unknown selection bias. Prépublication 2006-4
  5. Annick Valibouze. Compute the minimal polynomial of cos(2pi/n) as a resolvent. Prépublication 2006-5
2005
  1. Fateh Chebana. M-processes and applications. Prépublication 2005-1
2004
  1. Michel Broniatowski et Amor Keziou. Parametric estimation and tests through divergences. Prépublication 2004-1
  2. Michel Broniatowski et Amor Keziou. Estimation and tests for models satisfying linear constraints with unknown parameter. Prépublication 2004-2
2003
  1. Fateh Chebana. On the optimization of the weighted Bickel-Rosenblatt test. Prépublication 2003-1
  2. Jérôme Dedecker et Clémentine Prieur. Coupling for tau-dependent sequences and applications.. Prépublication 2003-2
  3. Jérôme Dedecker et Florence Merlevède. Convergence rates in the law of large numbers for Banach valued dependent variables. Prépublication 2003-4
  4. Amor Keziou et Samuela Leoni. Estimation and tests by divergences for case-control and semiparametric two-sample density ratio models. Prépublication 2003-5
  5. Jérôme Dedecker et Clémentine Prieur. New dependent coefficients. Examples and applications to statistics. Prépublication 2003-6
2002
  1. Fateh Chebana. Functional asymptotic normality of the L2-deviation of the kernel density estimation indexed by class of weight functions. Prépublication 2002-1
  2. Delphine Blanke, Besnik Pumo. Optimal sampling for density estimation in continuous time. Prépublication 2002-2
  3. Serge Guillas. Doubly stochastic hilbertian processes. Prépublication 2002-3
  4. Sophie Dabo-Niang. Density estimation by orthogonal series in an infinite dimensional space: application to processes of diffusion type. Prépublication 2002-4
  5. Denis Bosq. Estimation suroptimale de la densité par projection. Prépublication 2002-5
  6. Denis Bosq. Estimation suroptimale de la densité par projection. Prépublication 2002-5 (suite)
  7. Denis Bosq. Estimation suroptimale de la densité par projection. Prépublication 2002-5 (suite et fin)
  8. Jérôme Dedecker et Florence Merlevède. The conditional central limit theorem in Hilbert spaces. Prépublication 2002-6
  9. Christine Camlong-Viot et Djamal Louani. Additivity test for nonparametric regression models under beta-mixing condition. Prépublication 2002-7
  10. Djamal Louani. Uniform L1-distance large deviations in nonparametric density estimation. Prépublication 2002-8
  11. Sophie Dabo-Niang et Nourreddine Rhomari. Nonparametric regression estimation when the regressor takes its values in a metric space. Prépublication 2002-9
  12. Silvano Fiorin. Inconsistency for roots of likelihood equations which are relative maxima of the likelihood function. Prépublication 2002-10
2001
  1. Serge Guillas. Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes. Prépublication 2001-1
  2. Arnaud Frenay. Sur l'estimation de la densité d'un processus à temps continu par projection orthogonale. Prépublication 2001-2
  3. Emmanuel Guerre, Pascal Lavergne. Rate-optimal data-driven specification testing in regression models. Prépublication 2001-3
  4. Julien Damon, Serge Guillas. The inclusion of exogenous variables in functional autoregressive ozone forecasting. Prépublication 2001-4
  5. Julien Damon, Serge Guillas. Estimation and simulation of autoregressive Hilbertian processes with exogenous variables. Prépublication 2001-5