References Revues avec Comite de Lecture
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1 STATISTIQUE-2005 References Revues avec Comite de Lecture Annee 2005. [1] Y. Aragon, A. Daouia, and C. Thomas-Agnan. Nonparametric fron- tier estimation: a conditional quantile-based approach. Econometric Theory, 21(2):358–389, 2005. [2] Jean-Marc Azaıs, Jose R. Leon, and Joaquın Ortega. Geometrical char- acteristics of Gaussian sea waves. J. Appl. Probab., 42(2):407–425, 2005. [3] Jean-Marc Azaıs and Mario Wschebor. Upper and lower bounds for the tails of the distribution of the condition number of a Gaussian matrix. SIAM J. Matrix Anal. Appl., 26(2):426–440 (electronic), 2004/05. [4] Jean-Marc Azaıs and Mario Wschebor. On the distribution of the maximum of a Gaussian field with d parameters. Ann. Appl. Probab., 15(1A):254–278, 2005. [5] Jean-Marc Azaıs and Mario Wschebor. On the roots of a random sys- tem of equations. The theorem on Shub and Smale and some extensions. Found. Comput. Math., 5(2):125–144, 2005. [6] Yannick Baraud, Sylvie Huet, and Beatrice Laurent.
Voir
- selection automatique du parametre de lissage pour l'estimation
- approach revisited
- test- ing qualitative
- gaussian vector
- shorth estimators
- models bus
- estimation
1 STATISTIQUE-2005 References RevuesavecComit´edeLecture Anne´e2005. [1] Y. Aragon, A.Daouia, and C. Thomas-Agnan.Nonparametric fron-tier estimation:a conditional quantile-based approach.Econometric Theory, 21(2):358–389, 2005. [2]Jean-MarcAzaı¨s,Jose´R.Leo´n,andJoaquı´nOrtega.Geometricalchar-acteristics of Gaussian sea waves.J. Appl. Probab., 42(2):407–425, 2005. [3] Jean-MarcAza¨ıs and Mario Wschebor. Upper and lower bounds for the tails of the distribution of the condition number of a Gaussian matrix. SIAM J. Matrix Anal. Appl., 26(2):426–440 (electronic), 2004/05. [4]Jean-MarcAzaı¨sandMarioWschebor.Onthedistributionofthe maximum of a Gaussian field withdparameters.Ann. Appl. Probab., 15(1A):254–278, 2005. [5]Jean-MarcAzaı¨sandMarioWschebor.Ontherootsofarandomsys-tem of equations. The theorem on Shub and Smale and some extensions. Found. Comput. Math., 5(2):125–144, 2005. [6]YannickBaraud,SylvieHuet,andB´eatriceLaurent.Testingconvex hypotheses on the mean of a Gaussian vector. Application to test-ing qualitative hypotheses on a regression function.Ann. Statist., 33(1):214–257, 2005. [7] P.Berthet and C. El-Nouty.Almost sure asymptotic behaviour of the shorth estimators.Math. Methods Statist., 14(4):379–403 (2006), 2005. [8] PhilippeBerthet. Innerrates of coverage of Strassen type sets by in-crements of the uniform empirical and quantile processes.Stochastic Process. Appl., 115(3):493–537, 2005.
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