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hal-01003005v1  Journal articles
Christophe ChesneauFabienne ComteGwennaelle MabonFabien 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-02083474v1  Journal articles
Fabienne ComteValentine 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⟩
hal-00317812v1  Journal articles
Elodie BrunelFabienne ComteAgathe 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 ComteMarie-Luce TaupinJérôme 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 BouazizFabienne ComteAgathe 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 BrunelFabienne ComteAgathe 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 ComteMarie-Luce TaupinJérôme 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 ComteCeline DuvalValentine 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-00715943v1  Journal articles
Fabienne ComteCharles-André CuénodMarianna PenskyYves 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 ComteValentine 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 ComteValentine 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 ComteValentine 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 BelomestnyFabienne ComteValentine 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-00016503v1  Journal articles
Fabienne ComteYves RozenholcMarie-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 ComteNicolas 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 ComteNicolas 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-00013248v1  Journal articles
Fabienne ComteMarie-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-00358184v1  Journal articles
Fabienne ComteValentine 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 ComteValentine Genon-CatalotYves 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-00748939v1  Book sections
Fabienne ComteValentine Genon-CatalotYves 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