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hal-01003005v1  Journal articles
Christophe Chesneau, Fabienne Comte, Gwennaelle Mabon, Fabien Navarro. Estimation of convolution in the model with noise
Journal of Nonparametric Statistics, American Statistical Association, 2015, 27 (3), pp.286-315
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hal-00798766v2  Journal articles
Christophe Chesneau, Fabienne Comte, Fabien Navarro. Fast nonparametric estimation for convolutions of densities
Canadian Journal of Statistics, Wiley, 2013, 41 (4), pp.617-636. ⟨10.1002/cjs.11191⟩
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hal-02083474v1  Journal articles
Fabienne Comte, Valentine Genon-Catalot. Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
Annals of Statistics, Institute of Mathematical Statistics, 2020, 48 (6), pp.3336-3365. ⟨10.1214/19-AOS1933⟩
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hal-01300739v1  Journal articles
Fabienne Comte, Gwennaelle Mabon, Adeline Samson. Spline regression for hazard rate estimation when data are censored and measured with error
Statistica Neerlandica, Wiley, 2017, 71 (2), pp.115-140. ⟨10.1111/stan.12103⟩
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hal-00101417v1  Preprints, Working Papers, ...
Fabienne Comte, Jérôme Dedecker, Marie-Luce Taupin. Adaptive density estimation for general ARCH models
2006
hal-00317812v1  Journal articles
Elodie Brunel, Fabienne Comte, Agathe Guilloux. Adaptive nonparametric strategies for censored lifetimes with unknown sampling bias
Scandinavian Journal of Statistics, Wiley, 2008, 35 (3), pp.557-576
hal-00686025v1  Journal articles
Fabienne Comte, Marie-Luce Taupin, Jérôme Dedecker. Adaptive density estimation for general ARCH models
Econometric Theory, Cambridge University Press (CUP), 2008, 24 (6), pp.1628-1662
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hal-00599714v1  Journal articles
Olivier Bouaziz, Fabienne Comte, Agathe Guilloux. Nonparametric estimation of the intensity function of a recurrent event process
Statistica Sinica, Taipei : Institute of Statistical Science, Academia Sinica, 2013, 23 (2), pp.635-665. ⟨10.5705/ss.2011.137⟩
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hal-00679799v1  Journal articles
Elodie Brunel, Fabienne Comte, Agathe Guilloux. Nonparametric estimation for survival data with censoring indicators missing at random
Journal of Statistical Planning and Inference, Elsevier, 2013, 143 (10), pp.1653-1671. ⟨10.1016/j.jspi.2013.04.010⟩
hal-00317796v1  Journal articles
Fabienne Comte, Marie-Luce Taupin, Jérôme Dedecker. Adaptive density deconvolution for dependent inputs with measurement errors
Mathematical Methods of Statistics, Allerton Press, Springer (link), 2008, 17 (2), pp.87-112
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hal-01120887v1  Journal articles
Fabienne Comte, Celine Duval, Valentine Genon-Catalot. Discussion on the paper ''Hypotheses testing by convex optimization'' by A. Goldenschluger, A. Juditsky and A. Nemirovski.
Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2015, 9 (2), pp.1738-1743. ⟨10.1214/15-EJS990⟩
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hal-01372985v1  Journal articles
Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot. Sobolev-Hermite versus Sobolev nonparametric density estimation on R
Annals of the Institute of Statistical Mathematics, Springer Verlag, 2019, ⟨10.1007/s10463-017-0624-y⟩
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hal-00715943v1  Journal articles
Fabienne Comte, Charles-André Cuénod, Marianna Pensky, Yves Rozenholc. Laplace deconvolution and its application to Dynamic Contrast Enhanced imaging
Journal of the Royal Statistical Society: Series B, Royal Statistical Society, 2017, 79 (1), pp.69-94. ⟨10.1111/rssb.12159⟩
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hal-00848158v2  Journal articles
Fabienne Comte, Valentine Genon-Catalot. Adaptive Laguerre density estimation for mixed Poisson models
Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2015, 9, pp.1112-1148. ⟨10.1214/15-EJS1028⟩
hal-00681309v1  Journal articles
Fabienne Comte, Valentine Genon-Catalot. Convolution power kernels for density estimation
Journal of Statistical Planning and Inference, Elsevier, 2012, 142 (7), pp.1698-1715
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hal-00289364v1  Journal articles
Fabienne Comte, Valentine Genon-Catalot. Nonparametric adaptive estimation for pure jump Lévy processes.
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2010, 46 (3), pp.595-617. ⟨10.1214/09-AIHP323⟩
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hal-01252143v3  Journal articles
Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot. Nonparametric Laguerre estimation in the multiplicative censoring model
Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2016, 10 (2), pp.3114-3152. ⟨10.1214/16-EJS1203⟩
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hal-01150296v2  Journal articles
Fabienne Comte, Adeline Samson, Julien Stirnemann. Hazard estimation for censored data contaminated with additive measurement error: application to length of pregnancy
Test Publication, 2018, 27 (2), pp.338-359. ⟨10.1007/s11749-017-0548-0⟩
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hal-00016503v1  Journal articles
Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin. Finite sample penalization in adaptive density deconvolution.
Journal of Statistical Computation and Simulation, Taylor & Francis, 2007, 77 (11), pp.977-1000
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hal-02004909v2  Journal articles
Fabienne Comte, Nicolas Marie. Bandwidth Selection for the Wolverton-Wagner Estimator
Journal of Statistical Planning and Inference, Elsevier, 2020, 207, ⟨10.1016/j.jspi.2019.12.003⟩
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hal-01806321v2  Journal articles
Fabienne Comte, Nicolas Marie. Nonparametric Estimation in Fractional SDE
Statistical Inference for Stochastic Processes, Springer Verlag, 2019, ⟨10.1007/s11203-019-09196-y⟩
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hal-02532339v1  Preprints, Working Papers, ...
Fabienne Comte, Nicolas Marie. Nonparametric Estimation for I.I.D. Paths of Fractional SDE
2020
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hal-00013248v1  Journal articles
Fabienne Comte, Marie-Luce Taupin. Nonparametric Estimation of the Regression Function in an Errors-in-Variables Model
Statistica Sinica, Taipei : Institute of Statistical Science, Academia Sinica, 2007, 17, pp.1065-1090
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hal-03602694v1  Preprints, Working Papers, ...
Fabienne Comte, Céline Duval. Should we estimate a product of density functions by a product of estimators ?
2022
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hal-00995037v2  Preprints, Working Papers, ...
Fabienne Comte, Céline Duval, Valentine Genon-Catalot, Johanna Kappus. Estimation of the jump size density in a mixed compound Poisson process
2014
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hal-00358184v1  Journal articles
Fabienne Comte, Valentine Genon-Catalot. Nonparametric estimation for pure jump Lévy processes based on high frequency data.
Stochastic Processes and their Applications, Elsevier, 2009, 119 (12), pp.4088-4123. ⟨10.1016/j.spa.2009.09.013⟩
hal-00712769v1  Book sections
Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc. Non parametric estimation of the coefficients of ergodic diffusion processes based on high frequency data
Statistical Methods for Stochastic Differential Equations, Chapman et Hall, pp.341-379, 2012
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hal-00560104v1  Preprints, Working Papers, ...
Fabienne Comte, Valentine Genon-Catalot. Density estimation for nonnegative random variables
2011
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hal-01228389v1  Journal articles
Fabienne Comte, Céline Duval, V Genon-Catalot, J Kappus. Estimation of the Jump Size Density in a Mixed Compound Poisson Process
Scandinavian Journal of Statistics, Wiley, 2015, 42 (4), pp.1023-1044. ⟨10.1111/sjos.12149⟩
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hal-00748939v1  Book sections
Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc. Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data
M. Kessler, A. Lindner, M. Sorensen. Statistical Methods for Stochastic Differential Equations, Chapman & Hall/CRC Monographs on Statistics & Applied Probability, pp.341-381, 2012, SemStat series