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Claire Lacour

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Numerical performance of penalized comparison to overfitting for multivariate kernel density estimation

Suzanne Varet , Claire Lacour , Pascal Massart , Vincent Rivoirard
ESAIM: Probability and Statistics, 2023, 27, pp.621-667. ⟨10.1051/ps/2022018⟩
Journal articles hal-04131767v2
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Non compact estimation of the conditional density from direct or noisy data

Fabienne Comte , Claire Lacour
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2023, 59 (3), pp.1463-1507. ⟨10.1214/22-AIHP129⟩
Journal articles hal-03276251v1
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Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains

Quentin Duchemin , Yohann de Castro , Claire Lacour
Bernoulli, 2022, 29 (2), pp.929-956. ⟨10.3150/22-BEJ1485⟩
Journal articles hal-03014763v4
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Semiparametric inference for mixtures of circular data

Claire Lacour , Thanh Mai Pham Ngoc
Electronic Journal of Statistics , 2022, 16 (1), pp.3482-3522
Journal articles hal-03149434v2

Three rates of convergence or separation via U-statistics in a dependent framework

Quentin Duchemin , Yohann de Castro , Claire Lacour
Journal of Machine Learning Research, 2022, 23 (201), pp.1-59
Journal articles hal-03603516v1
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Adaptive Greedy Algorithm for Moderately Large Dimensions in Kernel Conditional Density Estimation

Minh-Lien Jeanne Nguyen , Claire Lacour , Vincent Rivoirard
Journal of Machine Learning Research, 2022, 23 (254)
Journal articles hal-02085677v3
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Uniform Deconvolution for Poisson Point Processes

Anna Bonnet , Claire Lacour , Franck Picard , Vincent Rivoirard
Journal of Machine Learning Research, 2022, 23 (194), pp.1--36
Journal articles hal-02964117v2
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Adaptive Estimation of Nonparametric Geometric Graphs

Yohann de Castro , Claire Lacour , Thanh Mai Pham Ngoc
Mathematical Statistics and Learning, 2019, ⟨10.4171/MSL/15⟩
Journal articles hal-01570489v2
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Estimator selection: a new method with applications to kernel density estimation

Claire Lacour , Pascal Massart , Vincent Rivoirard
Sankhya A, 2017, 79 (2), pp.298 - 335. ⟨10.1007/s13171-017-0107-5⟩
Journal articles hal-01346081v2
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Minimax adaptive estimation of nonparametric hidden Markov models

Yohann de Castro , Élisabeth Gassiat , Claire Lacour
Journal of Machine Learning Research, 2016
Journal articles hal-01105424v3
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Minimal penalty for Goldenshluger-Lepski method

Claire Lacour , Pascal Massart
Stochastic Processes and their Applications, 2016, In Memoriam: Evarist Giné, 126 (12), pp.3774-3789. ⟨10.1016/j.spa.2016.04.015⟩
Journal articles hal-01121989v2
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Adaptive pointwise estimation of conditional density function

Karine Bertin , Claire Lacour , Vincent Rivoirard
Annales de l'Institut Henri Poincaré, 2016, 52 (2), pp.939-980
Journal articles hal-00922555v2
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Adaptive pointwise estimation for pure jump Lévy processes

Mélina Bec , Claire Lacour
Statistical Inference for Stochastic Processes, 2015, 18 (3), pp.229-256. ⟨10.1007/s11203-014-9113-6⟩
Journal articles hal-00583221v4
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Optimal adaptive estimation of the relative density

Gaëlle Chagny , Claire Lacour
Test, 2015, 24 (3), pp.605-631. ⟨10.1007/s11749-015-0426-6⟩
Journal articles hal-00955161v2
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Goodness-of-fit test for noisy directional data

Claire Lacour , Thanh Mai Pham Ngoc
Bernoulli, 2014, 20 (4), pp.2131-2168. ⟨10.3150/13-BEJ553⟩
Journal articles hal-00677578v2
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Anisotropic adaptive kernel deconvolution

Fabienne Comte , Claire Lacour
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2013, 49 (2), pp.569-609. ⟨10.1214/11-AIHP470⟩
Journal articles hal-00579608v2
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Erratum to “Nonparametric estimation of the stationary density and the transition density of a Markov chain”

Claire Lacour
Stochastic Processes and their Applications, 2012, 122, pp.2480-2485. ⟨10.1016/j.spa.2012.03.001⟩
Journal articles hal-01139399v1
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Data driven density estimation in presence of unknown convolution operator

Fabienne Comte , Claire Lacour
Journal of the Royal Statistical Society: Series B, 2011, 73 (4), pp.601-627. ⟨10.1111/j.1467-9868.2011.00775.x⟩
Journal articles hal-00317447v2
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Inhomogeneous and Anisotropic Conditional Density Estimation from Dependent Data

Nathalie Akakpo , Claire Lacour
Electronic Journal of Statistics , 2011, 5, pp.1618-1653. ⟨10.1214/11-EJS653⟩
Journal articles hal-00557307v2
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Minimax estimation of the conditional cumulative distribution function under random censorship

Elodie Brunel , Fabienne Comte , Claire Lacour
Sankhya: The Indian Journal of Statistics, 2010, A (Part 2), pp.293-330. ⟨10.1007/s13171-010-0018-1⟩
Journal articles hal-00274637v1
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Adaptive estimation of the dynamics of a discrete time stochastic volatility model

Fabienne Comte , Claire Lacour , Yves Rozenholc
Econometrics, 2010, 154 (1), pp.59-73. ⟨10.1016/j.jeconom.2009.07.001⟩
Journal articles hal-00170740v1
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Pointwise deconvolution with unknown error distribution

Fabienne Comte , Claire Lacour
Comptes rendus de l'Académie des sciences. Série I, Mathématique, 2010, 348 (5-6), pp.323-326
Journal articles hal-00533627v1
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Adaptive estimation of the dynamics of a discrete time stochastic volatility model

F. Comte , C. Lacour , Yves Rozenholc
Econometrics, 2009, 154 (1), pp.59. ⟨10.1016/j.jeconom.2009.07.001⟩
Journal articles hal-00610660v1
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Adaptive estimation of the transition density of a particular hidden Markov chain

Claire Lacour
Journal of Multivariate Analysis, 2008, 99 (5), pp.787-814. ⟨10.1016/j.jmva.2007.04.006⟩
Journal articles hal-00115612v1
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Least squares type estimation of the transition density of a particular hidden Markov chain

Claire Lacour
Electronic Journal of Statistics , 2008, 2, pp.1-39
Journal articles hal-00180219v1
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Nonparametric estimation of the stationary density and the transition density of a Markov chain

Claire Lacour
Stochastic Processes and their Applications, 2008, 118 (2), pp 232-260. ⟨10.1016/j.spa.2007.04.013⟩
Journal articles hal-00115457v2
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Adaptive estimation of the conditional density in presence of censoring.

Elodie Brunel , Fabienne Comte , Claire Lacour
Sankhya: The Indian Journal of Statistics, 2007, 69 (Part 4.), p. 734-763
Journal articles hal-00152794v1
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Adaptive estimation of the transition density of a Markov chain

Claire Lacour
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2007, 43 (5), pp.571-597. ⟨10.1016/j.anihpb.2006.09.003⟩
Journal articles hal-00115617v1
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Rates of convergence for nonparametric deconvolution

Claire Lacour
Comptes rendus de l'Académie des sciences. Série I, Mathématique, 2006, 342 (11), pp.877. ⟨10.1016/j.crma.2006.04.006⟩
Journal articles hal-00115610v1