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Number of documents

31

Publications


Journal articles26 documents

  • Anna Bonnet, Claire Lacour, Franck Picard, Vincent Rivoirard. Uniform Deconvolution for Poisson Point Processes. Journal of Machine Learning Research, Microtome Publishing, In press. ⟨hal-02964117v2⟩
  • Quentin Duchemin, Yohann de Castro, Claire Lacour. Three rates of convergence or separation via U-statistics in a dependent framework. Journal of Machine Learning Research, Microtome Publishing, In press. ⟨hal-03603516⟩
  • Claire Lacour, Thanh Mai Pham Ngoc. Semiparametric inference for mixtures of circular data. Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, In press. ⟨hal-03149434v2⟩
  • Quentin Duchemin, Yohann de Castro, Claire Lacour. Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, In press. ⟨hal-03014763v4⟩
  • Yohann de Castro, Claire Lacour, Thanh Mai Pham Ngoc. Adaptive Estimation of Nonparametric Geometric Graphs. Mathematical Statistics and Learning, EMS Publishing House, 2019, ⟨10.4171/MSL/15⟩. ⟨hal-01570489v2⟩
  • Claire Lacour, Pascal Massart, Vincent Rivoirard. Estimator selection: a new method with applications to kernel density estimation. Sankhya A, Springer Verlag, 2017, 79 (2), pp.298 - 335. ⟨10.1007/s13171-017-0107-5⟩. ⟨hal-01346081v2⟩
  • Claire Lacour, Pascal Massart. Minimal penalty for Goldenshluger-Lepski method. Stochastic Processes and their Applications, Elsevier, 2016, In Memoriam: Evarist Giné, 126 (12), pp.3774-3789. ⟨10.1016/j.spa.2016.04.015⟩. ⟨hal-01121989v2⟩
  • Yohann de Castro, Élisabeth Gassiat, Claire Lacour. Minimax adaptive estimation of nonparametric hidden Markov models. Journal of Machine Learning Research, Microtome Publishing, 2016. ⟨hal-01105424v3⟩
  • Karine Bertin, Claire Lacour, Vincent Rivoirard. Adaptive pointwise estimation of conditional density function. Annales de l'Institut Henri Poincaré, 2016, 52 (2), pp.939-980. ⟨hal-00922555v2⟩
  • Gaëlle Chagny, Claire Lacour. Optimal adaptive estimation of the relative density. Test, Spanish Society of Statistics and Operations Research/Springer, 2015, 24 (3), pp.605-631. ⟨10.1007/s11749-015-0426-6⟩. ⟨hal-00955161v2⟩
  • Mélina Bec, Claire Lacour. Adaptive pointwise estimation for pure jump Lévy processes. Statistical Inference for Stochastic Processes, Springer Verlag, 2015, 18 (3), pp.229-256. ⟨10.1007/s11203-014-9113-6⟩. ⟨hal-00583221v4⟩
  • Claire Lacour, Thanh Mai Pham Ngoc. Goodness-of-fit test for noisy directional data. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2014, 20 (4), pp.2131-2168. ⟨10.3150/13-BEJ553⟩. ⟨hal-00677578v2⟩
  • Fabienne Comte, Claire Lacour. Anisotropic adaptive kernel deconvolution. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2013, 49 (2), pp.569-609. ⟨10.1214/11-AIHP470⟩. ⟨hal-00579608v2⟩
  • Claire Lacour. Erratum to “Nonparametric estimation of the stationary density and the transition density of a Markov chain”. Stochastic Processes and their Applications, Elsevier, 2012, 122, pp.2480-2485. ⟨10.1016/j.spa.2012.03.001⟩. ⟨hal-01139399⟩
  • Nathalie Akakpo, Claire Lacour. Inhomogeneous and Anisotropic Conditional Density Estimation from Dependent Data. Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2011, 5, pp.1618-1653. ⟨10.1214/11-EJS653⟩. ⟨hal-00557307v2⟩
  • Fabienne Comte, Claire Lacour. Data driven density estimation in presence of unknown convolution operator. Journal of the Royal Statistical Society: Series B, Royal Statistical Society, 2011, 73 (4), pp.601-627. ⟨10.1111/j.1467-9868.2011.00775.x⟩. ⟨hal-00317447v2⟩
  • Fabienne Comte, Claire Lacour, Yves Rozenholc. Adaptive estimation of the dynamics of a discrete time stochastic volatility model. Econometrics, MDPI, 2010, 154 (1), pp.59-73. ⟨10.1016/j.jeconom.2009.07.001⟩. ⟨hal-00170740⟩
  • Fabienne Comte, Claire Lacour. Pointwise deconvolution with unknown error distribution. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2010, 348 (5-6), pp.323-326. ⟨hal-00533627⟩
  • Elodie Brunel, Fabienne Comte, Claire Lacour. Minimax estimation of the conditional cumulative distribution function under random censorship. Sankhya: The Indian Journal of Statistics, Indian Statistical Institute, 2010, A (Part 2), pp.293-330. ⟨10.1007/s13171-010-0018-1⟩. ⟨hal-00274637⟩
  • F. Comte, C. Lacour, Yves Rozenholc. Adaptive estimation of the dynamics of a discrete time stochastic volatility model. Econometrics, MDPI, 2009, 154 (1), pp.59. ⟨10.1016/j.jeconom.2009.07.001⟩. ⟨hal-00610660⟩
  • Claire Lacour. Nonparametric estimation of the stationary density and the transition density of a Markov chain. Stochastic Processes and their Applications, Elsevier, 2008, 118 (2), pp 232-260. ⟨10.1016/j.spa.2007.04.013⟩. ⟨hal-00115457v2⟩
  • Claire Lacour. Least squares type estimation of the transition density of a particular hidden Markov chain. Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2008, 2, pp.1-39. ⟨hal-00180219⟩
  • Claire Lacour. Adaptive estimation of the transition density of a particular hidden Markov chain. Journal of Multivariate Analysis, Elsevier, 2008, 99 (5), pp.787-814. ⟨10.1016/j.jmva.2007.04.006⟩. ⟨hal-00115612⟩
  • Elodie Brunel, Fabienne Comte, Claire Lacour. Adaptive estimation of the conditional density in presence of censoring.. Sankhya: The Indian Journal of Statistics, Indian Statistical Institute, 2007, 69 (Part 4.), p. 734-763. ⟨hal-00152794⟩
  • Claire Lacour. Adaptive estimation of the transition density of a Markov chain. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2007, 43 (5), pp.571-597. ⟨10.1016/j.anihpb.2006.09.003⟩. ⟨hal-00115617⟩
  • Claire Lacour. Rates of convergence for nonparametric deconvolution. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2006, 342 (11), pp.877. ⟨10.1016/j.crma.2006.04.006⟩. ⟨hal-00115610⟩

Preprints, Working Papers, ...3 documents

  • Minh-Lien Jeanne Nguyen, Claire Lacour, Vincent Rivoirard. Adaptive greedy algorithm for moderately large dimensions in kernel conditional density estimation. 2021. ⟨hal-02085677v2⟩
  • Fabienne Comte, Claire Lacour. Non compact estimation of the conditional density from direct or noisy data. 2021. ⟨hal-03276251⟩
  • Suzanne Varet, Claire Lacour, Pascal Massart, Vincent Rivoirard. Numerical performance of Penalized Comparison to Overfitting for multivariate kernel density estimation. 2019. ⟨hal-02002275⟩

Theses1 document

  • Claire Lacour. Estimation non paramétrique adaptative pour les chaînes de Markov et les chaînes de Markov cachées. Mathématiques [math]. Université René Descartes - Paris V, 2007. Français. ⟨tel-00180107⟩

Habilitation à diriger des recherches1 document

  • Claire Lacour. Contributions à l'estimation non-paramétrique adaptative : estimation de loi conditionnelle et déconvolution. Statistics [math.ST]. Université Paris-Sud, 2015. ⟨tel-01560520⟩