Web page of Claire Lacour

Published Papers

Suzanne VARET, Claire LACOUR, Pascal MASSART, Vincent RIVOIRARD "Numerical performance of Penalized Comparison to Overfitting for multivariate kernel density estimation" ESAIM PS (to appear)
with Fabienne COMTE "Non compact estimation of the conditional density from direct or noisy data" Ann. Inst. H. Poincaré Probab. Statist. 59 (3), 1463--1507 (2023)
Quentin DUCHEMIN, Yohann DE CASTRO, Claire LACOUR "Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains" Bernoulli 29 (2), 929--956 (2023)
Minh-Lien Jeanne NGUYEN, Claire LACOUR, Vincent RIVOIRARD "Adaptive greedy algorithm for moderately large dimensions in kernel conditional density estimation" JMLR 23 (254), 1--74 (2022)
with Anna BONNET Franck PICARD, Vincent RIVOIRARD "Uniform Deconvolution for Poisson Point Processes" JMLR 23 (194), 1--36 (2022)
Quentin DUCHEMIN, Yohann DE CASTRO, Claire LACOUR "Three rates of convergence or separation via U-statistics in a dependent framework " JMLR 23 (201), 1--59 (2022)
with Thanh Mai PHAM NGOC "Semiparametric inference for mixtures of circular data" Electronic Journal of Statistics 16 (1) 3482--3522 (2022)
with Yohann DE CASTRO and Thanh Mai PHAM NGOC "Adaptive Estimation of Nonparametric Geometric Graphs", Mathematical Statistics and Learning 2 (3/4) 217--274 (2019)
with Pascal MASSART and Vincent RIVOIRARD "Estimator selection: a new method with applications to kernel density estimation" , Sankhya A 79 (2) 298--335 (2017)
with Pascal MASSART "Minimal penalty for the Goldenshluger-Lepski method", Stochastic Process. Appl. 126 (12) 3774--3789 (2016)
with Yohann DE CASTRO and Elisabeth GASSIAT "Minimax adaptive estimation of nonparametric hidden Markov models", JMLR 17 (111) 1--43 (2016)
with Gaëlle CHAGNY "Optimal adaptive estimation of the relative density", TEST 24 (3) 605--631 (2015)
with Karine BERTIN and Vincent RIVOIRARD "Adaptive pointwise estimation of conditional density function", Ann. Inst. H. Poincaré Probab. Statist. 52 (2) 939-980 (2016)
with Mélina BEC "Adaptative pointwise estimation for pure jump Lévy processes", Statistical Inference for Stochastic Processes 18 (3) 229--256 (2015)
with Thanh Mai PHAM NGOC "Goodness-of-fit test for noisy directional data", Bernoulli 20 (4) 2131--2168 (2014)
with Fabienne COMTE "Anisotropic adaptive kernel deconvolution", Ann. Inst. H. Poincaré Probab. Statist. 49 (2) 569--609 (2013)
with Nathalie AKAKPO "Inhomogeneous and anisotropic conditional density estimation from dependent data", Electronic Journal of Statistics 5, 1618--1653 (2011)
with Fabienne COMTE "Data driven density estimation in presence of unknown convolution operator", J. Royal Stat. Soc., Ser B. 73 (4), 601--627 (2011)
with Élodie BRUNEL and Fabienne COMTE "Minimax estimation of the conditional cumulative distribution function", Sankhya Series A 72 (2), 293--330 (2010)
with Fabienne COMTE and Yves ROZENHOLC "Adaptive estimation of the dynamics of a discrete time stochastic volatility model", Journal of Econometrics 154 (1), 59--73 (2010)
"Least squares type estimation of the transition density of a particular hidden Markov chain", Electronic Journal of Statistics 2, 1--39 (2008)
see Oberwolfach Report 50-2007 "Reassessing the paradigms of statistical model-building"
with Élodie BRUNEL and Fabienne COMTE "Adaptive estimation of the conditional density in presence of censoring", Sankhya 69 (4), 734--763 (2007)
"Adaptive estimation of the transition density of a particular hidden Markov chain", Journal of Multivariate Analysis 99 (5), 784--814 (2008)
"Adaptive estimation of the transition density of a Markov chain", Ann. Inst. H. Poincaré Probab. Statist. 43 (5), 571--597 (2007)
"Nonparametric estimation of the stationary density and the transition density of a Markov chain", Stochastic Process. Appl. 118 (2), 232--260 (2008) Erratum

Notes

"Rates of convergence for nonparametric deconvolution", C. R. Acad. Sci. Paris Ser. I Math. 342 (11), 877--882 (2006)
with Fabienne COMTE "Pointwise deconvolution with unknown error distribution", C. R. Acad. Sci. Paris Ser. I 348, 323--326 (2010)

Claire Lacour

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