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Fabienne Comte

  1. Adaptive functional linear regression.

    Втр, 12/13/2011 - 15:01 — SomNambul
    Authors: Jan Johannes, Fabienne Comte
    Subjects: Statistics
    Abstract

    We consider the estimation of the slope function in functional linear
    regression, where scalar responses are modeled in dependence of random
    functions. Cardot and Johannes [2010] have shown that a thresholded projection
    estimator can attain up to a constant minimax-rates of convergence in a general
    framework which allows to cover the prediction problem with respect to the mean
    squared prediction error as well as the estimation of the slope function and
    its derivatives.

  2. Estimation for L\'{e}vy processes from high frequency data within a long time interval.

    Пт, 05/13/2011 - 15:01 — SomNambul
    Authors: Fabienne Comte, Valentine Genon-Catalot
    Subjects: Statistics
    Abstract

    In this paper, we study nonparametric estimation of the L\'{e}vy density for
    L\'{e}vy processes, with and without Brownian component. For this, we consider
    $n$ discrete time observations with step $\Delta$. The asymptotic framework is:
    $n$ tends to infinity, $\Delta=\Delta_n$ tends to zero while $n\Delta_n$ tends
    to infinity. We use a Fourier approach to construct an adaptive nonparametric
    estimator of the L\'{e}vy density and to provide a bound for the global
    ${\mathbb{L}}^2$-risk. Estimators of the drift and of the variance of the
    Gaussian component are also studied.

  3. Adaptive Density Estimation in the Pile-up Model Involving Measurement Errors.

    Ср, 11/03/2010 - 16:01 — SomNambul
    Authors: Fabienne Comte, Tabea Rebafka
    Subjects: Applications
    Abstract

    Motivated by fluorescence lifetime measurements this paper considers the
    problem of nonparametric density estimation in the pile-up model. Adaptive
    nonparametric estimators are proposed for the pile-up model in its simple form
    as well as in the case of additional measurement errors. Furthermore, oracle
    type risk bounds for the mean integrated squared error (MISE) are provided.
    Finally, the estimation methods are assessed by a simulation study and the
    application to real fluorescence lifetime data.

  4. Adaptive estimation in circular functional linear models.

    Втр, 08/25/2009 - 22:41 — SomNambul
    Authors: Jan Johannes, Fabienne Comte
    Subjects: gr. Statistics
    Abstract

    We consider the problem of estimating the slope parameter in circular
    functional linear regression, where scalar responses Y1,...,Yn are modeled in
    dependence of 1-periodic, second order stationary random functions X1,...,Xn.
    We consider an orthogonal series estimator of the slope function, by replacing
    the first m theoretical coefficients of its development in the trigonometric
    basis by adequate estimators.

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