Claire LACOUR
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LACOUR
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Prénom: |
Claire
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Site: | UGE | |
Bureau: | 4B 035 | |
Téléphone: | +33 1 60 95 75 21 | |
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Équipe de recherche: | ||
Courriel: |
claire.lacour@univ-eiffel.fr
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- Non compact estimation of the conditional density from direct or noisy data
- Numerical performance of penalized comparison to overfitting for multivariate kernel density estimation
- Semiparametric inference for mixtures of circular data
- Uniform Deconvolution for Poisson Point Processes
- Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains
- Estimator selection: a new method with applications to kernel density estimation
- Adaptive pointwise estimation of conditional density function
- Minimax adaptive estimation of nonparametric hidden Markov models
- Minimal penalty for Goldenshluger-Lepski method
- Adaptive pointwise estimation for pure jump Lévy processes
- Optimal adaptive estimation of the relative density
- Contributions à l'estimation non-paramétrique adaptative : estimation de loi conditionnelle et déconvolution
- Goodness-of-fit test for noisy directional data
- Anisotropic adaptive kernel deconvolution
- Erratum to “Nonparametric estimation of the stationary density and the transition density of a Markov chain”
- Data driven density estimation in presence of unknown convolution operator
- Inhomogeneous and Anisotropic Conditional Density Estimation from Dependent Data
- Modèles bruités avec bruit inconnu ou partiellement connu
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Modélisation de la fissuration des composites 1D: comparaison de différentes approches
auteurÉtienne Castelier, L. Gélébart, Claire Lacour, Christian Lantuéjoul(2010)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model
- Minimax estimation of the conditional cumulative distribution function under random censorship
- Pointwise deconvolution with unknown error distribution
- Estimation adaptative par sélection de partitions en rectangles dyadiques
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model
- Adaptive estimation of the transition density of a particular hidden Markov chain
- Least squares type estimation of the transition density of a particular hidden Markov chain
- Nonparametric estimation of the stationary density and the transition density of a Markov chain
- Adaptive estimation of the conditional density in presence of censoring.
- Estimation non paramétrique adaptative pour les chaînes de Markov et les chaînes de Markov cachées
- Rates of convergence for nonparametric deconvolution