Nombre de documents

87

CV de Fabienne Comte


Article dans une revue66 documents

  • Gaëlle Chagny, Fabienne Comte, Angelina Roche. Adaptive estimation of the hazard rate with multiplicative censoring. Journal of Statistical Planning and Inference, Elsevier, 2017, 184, pp.25-47. <10.1016/j.jspi.2016.11.002>. <hal-01452842>
  • Fabienne Comte, Charles-André Cuénod, Marianna Pensky, Yves Rozenholc. Laplace deconvolution and its application to Dynamic Contrast Enhanced imaging. Journal of the Royal Statistical Society: Series B, Royal Statistical Society, 2017, 79 (1), pp.69-94. <http://onlinelibrary.wiley.com/doi/10.1111/rssb.12159/full>. <10.1111/rssb.12159>. <hal-00715943>
  • Fabienne Comte, Tabea Rebafka. Nonparametric weighted estimators for biased data. Journal of Statistical Planning and Inference, Elsevier, 2016, 174, pp.104-128. <10.1016/j.jspi.2016.01.008>. <hal-01101970>
  • Fabienne Comte, Charlotte Dion. Nonparametric Estimation in a Multiplicative Censoring Model with Symmetric Noise. Journal of Nonparametric Statistics, American Statistical Association, 2016, 28 (4), pp.768-801. <10.1080/10485252.2016.1225737>. <hal-01252780>
  • Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot. Nonparametric Laguerre estimation in the multiplicative censoring model. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2016, 10 (2), pp.3114-3152. <http://projecteuclid.org/euclid.ejs/1478747031>. <10.1214/16-EJS1203>. <hal-01252143v3>
  • Fabienne Comte, Valentine Genon-Catalot. Adaptive Laguerre density estimation for mixed Poisson models. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2015, 9, pp.1112-1148. <http://projecteuclid.org/current/euclid.ejs>. <10.1214/15-EJS1028>. <hal-00848158v2>
  • Christophe Chesneau, Fabienne Comte, Gwennaelle Mabon, Fabien Navarro. Estimation of convolution in the model with noise. Journal of Nonparametric Statistics, American Statistical Association, 2015, 27 (3), pp.286-315. <hal-01003005>
  • Fabienne Comte, Johanna Kappus. Density deconvolution from repeated measurements without symmetry assumption on the errors. Journal of Multivariate Analysis, Elsevier, 2015, 140, pp.31-46. <http://www.sciencedirect.com/science/article/pii/S0047259X15000925>. <10.1016/j.jmva.2015.04.004>. <hal-01010409>
  • Fabienne Comte, Celine Duval, Valentine Genon-Catalot. Discussion on the paper ''Hypotheses testing by convex optimization'' by A. Goldenschluger, A. Juditsky and A. Nemirovski.. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2015, 9 (2), pp.1738-1743. <10.1214/15-EJS990>. <hal-01120887>
  • Fabienne Comte, Céline Duval, V Genon-Catalot, J Kappus. Estimation of the Jump Size Density in a Mixed Compound Poisson Process. Scandinavian Journal of Statistics, Wiley, 2015, 42 (4), pp.1023-1044. <10.1111/sjos.12149>. <hal-01228389>
  • Fabienne Comte, Céline Duval, Valentine Genon-Catalot. Nonparametric density estimation in compound Poisson process using convolution power estimators.. Metrika, Springer Verlag, 2014, 77 (1), pp.163-183. <10.1007/s00184-013-0475-3>. <hal-00780300>
  • Fabienne Comte, Adeline Samson, Julien Stirnemann. Deconvolution estimation of onset of pregnancy with replicate observations. Scandinavian Journal of Statistics, Wiley, 2014, 41 (2), pp.325-345. <10.1111/sjos.12029>. <hal-00588235v3>
  • Fabienne Comte, Claire Lacour. Anisotropic adaptive kernel deconvolution. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2013, 49 (2), pp.569-609. <10.1214/11-AIHP470>. <hal-00579608v2>
  • Olivier Bouaziz, Fabienne Comte, Agathe Guilloux. Nonparametric estimation of the intensity function of a recurrent event process. Statistica Sinica, Taipei : Institute of Statistical Science, Academia Sinica, 2013, 23 (2), pp.635-665. <10.5705/ss.2011.137>. <hal-00599714>
  • Christophe Chesneau, Fabienne Comte, Fabien Navarro. Fast nonparametric estimation for convolutions of densities. The canadian journal of statistics, Statistical Science Association of Canada, 2013, 41 (4), pp.617-636. <10.1002/cjs.11191>. <hal-00798766v2>
  • Fabienne Comte, Valentine Genon-Catalot, Adeline Samson. Nonparametric estimation for stochastic differential equations with random effects. Stochastic Processes and their Applications, Elsevier, 2013, 123 (7), pp.2522-2551. <10.1016/j.spa.2013.04.009>. <hal-00761394>
  • Elodie Brunel, Fabienne Comte, Agathe Guilloux. Nonparametric estimation for survival data with censoring indicators missing at random. Journal of Statistical Planning and Inference, Elsevier, 2013, 143 (10), pp.1653-1671. <10.1016/j.jspi.2013.04.010>. <hal-00679799>
  • Fabienne Comte, Jan Johannes. Adaptive functional linear regression. Annals of Statistics, Institute of Mathematical Statistics, 2012, 40 (6), pp.2765-2797. <10.1214/12-AOS1050>. <hal-00651293>
  • Fabienne Comte, Adeline Samson. Nonparametric estimation of random effects densities in linear mixed-effects model. Journal of Nonparametric Statistics, American Statistical Association, 2012, 24 (4), pp.951-975. <hal-00657052>
  • Fabienne Comte, Tabea Rebafka. Adaptive Density Estimation in the Pile-up Model Involving Measurement Errors. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2012, 6, pp.2002-2037. <10.1214/12-EJS737>. <hal-00531272>
  • Fabienne Comte, Valentine Genon-Catalot. Convolution power kernels for density estimation. Journal of Statistical Planning and Inference, Elsevier, 2012, 142 (7), pp.1698-1715. <hal-00681309>
  • Fabienne Comte, Laure Coutin, Eric Renault. Affine fractional stochastic volatility models. Annals of Finance, Springer Verlag, 2012, 8 (2-3), pp.337-378. <hal-00693627>
  • Fabienne Comte, Stéphane Gaïffas, Agathe Guilloux. Adaptive estimation of the conditional intensity of marker-dependent counting processes. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2011, 47 (4), pp.1171-1196. <10.1214/10-AIHP386>. <hal-00333356v2>
  • Elodie Brunel, Fabienne Comte. Conditional Mean Residual Life Estimation. Journal of Nonparametric Statistics, American Statistical Association, 2011, 23 (2), pp.471-495. <10.1080/10485252.2010.544731>. <hal-00413413>
  • Fabienne Comte, Valentine Genon-Catalot. Estimation for Lévy processes from high frequency data within a long time interval. The Annals of Statistics, IMS, 2011, 39 (2), pp.803-837. <10.1214/10-AOS856>. <hal-00447026>
  • 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, Valentine Genon-Catalot, Mathieu Kessler. Multiplicative Kalman Filtering. test, Springer, 2011, 20 (2), pp.389-411. <10.1007/s11749-010-0208-0>. <hal-00191042>
  • Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc. Nonparametric estimation for a stochastic volatility model.. Finance and Stochastics, Springer Verlag (Germany), 2010, 14 (1), pp.49-80. <10.1007/s00780-009-0094-z>. <hal-00200874>
  • Fabienne Comte, Jan Johannes. Adaptive estimation in circular functional linear models.. Mathematical Methods of Statistics, Allerton Press, Springer (link), 2010, 19 (1), pp.42-63. <10.3103/S1066530710010035>. <hal-00410729>
  • Elodie Brunel, Fabienne Comte, Claire Lacour. Minimax estimation of the conditional cumulative distribution function under random censorship. Sankhya: The Indian Journal of Statistics, 2010, A (Part 2), pp.293-330. <hal-00274637>
  • Fabienne Comte, Claire Lacour, Yves Rozenholc. Adaptive estimation of the dynamics of a discrete time stochastic volatility model. Journal of Econometrics, Elsevier, 2010, 154 (1), pp.59-73. <10.1016/j.jeconom.2009.07.001>. <hal-00170740>
  • Fabienne Comte, Valentine Genon-Catalot. Nonparametric adaptive estimation for pure jump Lévy processes.. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2010, 46 (3), pp.595-617. <10.1214/09-AIHP323>. <hal-00289364>
  • Fabienne Comte, Valentine Genon-Catalot. Nonparametric estimation for pure jump irregularly sampled or noisy Lévy processes. Statistica Neerlandica, Wiley, 2010, 64 (3), pp.290-313. <10.1111/j.1467-9574.2010.00462.x>. <hal-00424263>
  • 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>
  • Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc. Nonparametric adaptive estimation for integrated diffusions.. Stochastic Processes and their Applications, Elsevier, 2009, 119 (3), pp.811-834. <10.1016/j.spa.2008.04.009>. <hal-00110510>
  • Fabienne Comte, Valentine Genon-Catalot. Nonparametric estimation for pure jump Lévy processes based on high frequency data.. Stochastic Processes and their Applications, Elsevier, 2009, 119 (12), pp.4088-4123. <10.1016/j.spa.2009.09.013>. <hal-00358184>
  • Elodie Brunel, Fabienne Comte. Cumulative distribution function estimation under interval censoring case 1.. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2009, 3, pp.1-24. <10.1214/08-EJS209>. <hal-00264889>
  • F. Comte, C. Lacour, Yves Rozenholc. Adaptive estimation of the dynamics of a discrete time stochastic volatility model. Journal of Econometrics, Elsevier, 2009, 154 (1), pp.59. <10.1016/j.jeconom.2009.07.001>. <hal-00610660>
  • Cristina Butucea, Fabienne Comte. Adaptive estimation of linear functionals in the convolution model and applications.. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2009, 15 (1), pp.69-98. <10.3150/08-BEJ146>. <hal-00133750>
  • Fabienne Comte, Elodie Brunel, Agathe Guilloux. Nonparametric density estimation in presence of bias and censoring. test, Springer, 2009, 18 (1), pp.166-194. <hal-00534751>
  • Fabienne Comte, Elodie Brunel. Adaptive estimation of hazard rate with censored data.. Communication in Statistics - Theory and Methods, Taylor & Francis, 2008, 37 (8), pp.1284-1305. <hal-00258938>
  • Fabienne Comte, Marie-Luce Taupin, Jérôme Dedecker. Adaptive density deconvolution for dependent inputs with measurement errors. Mathematical Methods of Statistics, Allerton Press, Springer (link), 2008, 17 (2), pp.87-112. <hal-00317796>
  • Fabienne Comte, Marie-Luce Taupin, Jérôme Dedecker. Adaptive density estimation for general ARCH models. Econometric Theory, Cambridge University Press (CUP), 2008, 24 (6), pp.1628-1662. <hal-00686025>
  • Elodie Brunel, Fabienne Comte, Agathe Guilloux. Adaptive nonparametric strategies for censored lifetimes with unknown sampling bias. Scandinavian Journal of Statistics, Wiley, 2008, 35 (3), pp.557-576. <hal-00317812>
  • Elodie Brunel, Fabienne Comte, Claire Lacour. Adaptive estimation of the conditional density in presence of censoring.. Sankhya, 2007, 69 (Part 4.), p. 734-763. <hal-00152794>
  • Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin. Finite sample penalization in adaptive density deconvolution.. Journal of Statistical Computation and Simulation, Taylor & Francis, 2007, 77 (11), pp.977-1000. <hal-00016503>
  • Fabienne Comte, Marie-Luce Taupin. Nonparametric Estimation of the Regression Function in an Errors-in-Variables Model. Statistica Sinica, Taipei : Institute of Statistical Science, Academia Sinica, 2007, 17, pp.1065-1090. <hal-00013248>
  • Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc. Penalized nonparametric mean square estimation of the coefficients of diffusion processes. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2007, 13 (2), pp.514-543. <hal-00748947>
  • Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin. Penalized contrast estimator for adaptive density deconvolution. The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 2006, 34 (3), pp.431-452. <hal-00016489>
  • Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin. Penalized contrast estimator for adaptive density deconvolution.. The canadian journal of statistics, Statistical Science Association of Canada, 2006, 34 (3), pp.431-452. <hal-00138768>
  • Fabienne Comte, Elodie Brunel. Nonparametric adaptive regression estimation in presence of censoring.. Mathematical Methods of Statistics, Allerton Press, Springer (link), 2006, 15 (3), pp.233-255. <hal-00138771>
  • Fabienne Comte, Valentine Genon-Catalot. Penalized projection estimator for volatility density.. Scandinavian Journal of Statistics, Wiley, 2006, 33 (4), pp.875-895. <hal-00138770>
  • Fabienne Comte, Florence Merlevède. Super optimal rates for nonparametric density estimation via projection estimators. Stochastic Processes and their Applications, Elsevier, 2005, 115 (5), pp.797-826. <hal-00138764>
  • Fabienne Comte, Elodie Brunel. Penalized contrast estimation of density and hazard with censored data.. Sankhya, 2005, 67 (3), pp.441-475. <hal-00138765>
  • Fabienne Comte. Kernel Deconvolution of Stochastic Volatility Models. Journal of Time Series Analysis, Wiley-Blackwell, 2004, 25, pp.563-582. <hal-00170771>
  • Fabienne Comte, Yves Rozenholc. An Algorithm for Fixed Design Regression and Denoising. Annals of the Institute of Statistical Mathematics, Springer Verlag, 2004, 56, pp.449-473. <hal-00170776>
  • Fabienne Comte, Yves Rozenholc. A new algorithm for fixed design regression and denoising. Annals of the Institute of Statistical Mathematics, Springer Verlag, 2004, 56 (3), pp.449-473. <hal-00748959>
  • Fabienne Comte, O. Lieberman. Asymptotic Theory for Multivariate GARCH Processes. Journal of Multivariate Analysis, Elsevier, 2003, 84, pp.61-84. <hal-00170769>
  • Fabienne Comte, Yves Rozenholc. Adaptive estimation of mean and volatility functions in (auto-)regressive models. Stochastic Processes and their Applications, Elsevier, 2002, 97, pp.111-145. <hal-00170763>
  • Fabienne Comte, F. Merlevède. Adaptive estimation of the stationary density of discrete and continuous time mixing processes. ESAIM: Probability and Statistics, EDP Sciences, 2002, 6, pp.211-238. <hal-00170768>
  • Fabienne Comte, Yves Rozenholc. Adaptive estimation of mean and volatility functions in (auto)-regressive models. Stochastic Processes and their Applications, Elsevier, 2002, 97 (1), pp.111-145. <10.1016/S0304-4149(01)00128-4>. <hal-00748963>
  • Fabienne Comte. Adaptive Estimation of the spectrum of a stationary Gaussian sequence. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2001, 7, pp.267-298. <hal-00170751>
  • Fabienne Comte, Y. Baraud, G. Viennet. Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework. The Annals of Statistics, IMS, 2001, 39, pp.839-875. <hal-00170754>
  • Fabienne Comte, Y. Baraud, G. Viennet. Model selection for (auto)-regression with dependent data. ESAIM: Probability and Statistics, EDP Sciences, 2001, 5, pp.33-49. <hal-00170758>
  • Fabienne Comte, O. Lieberman. Second order noncausality in multivariate GARCH processes. Journal of Time Series Analysis, Wiley-Blackwell, 2000, 21, pp.535-557. <hal-00170748>
  • Cécile Hardouin, Fabienne Comte. Régression sur le log-périodogramme régularisé pour des processus gaussiens à densité spectrale bornée. Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 1997, 325, pp.1203-1206. <hal-00110376>

Chapitre d'ouvrage5 documents

  • Fabienne Comte, Valentine Genon-Catalot. Adaptive Estimation for Lévy processes. Lévy Matters IV, IV, Springer International Publishing, pp.77-177, 2015, Estimation for Discretely Observed Lévy Processes, 978-3-319-12372-1. <10.1007/978-3-319-12373-8>. <http://www.springer.com/fr/book/9783319123721#aboutBook>. <hal-00913367>
  • Elodie Brunel, Fabienne Comte, Agathe Guilloux. Estimation/Imputation strategies for missing data in survival analysis. Vincent Couallier, Léo Gerville-Réache, Catherine Huber-Carol, Nikolaos Limnios andMounir Mesbah. Statistical Models and Methods for Reliability and Survival Analysis, John Wiley & Sons, Inc., Hoboken, USA, pp.229-252, 2014, 9781848216198. <10.1002/9781118826805.ch15>. <hal-00818859>
  • Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc. Non parametric estimation of the coefficients of ergodic diffusion processes based on high frequency data. Statistical Methods for Stochastic Differential Equations, Chapman et Hall, pp.341-379, 2012. <hal-00712769>
  • Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc. Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data. M. Kessler, A. Lindner, M. Sorensen. Statistical Methods for Stochastic Differential Equations, Chapman & Hall/CRC Monographs on Statistics & Applied Probability, pp.341-381, 2012, SemStat series. <hal-00748939>
  • Fabienne Comte, Elodie Brunel. Model selection for additive regression models in the presence of censoring.. Mathematical Methods in Survival Analysis, Reliability and Quality of Life., ISTE et Wiley, pp.17-31, 2008. <hal-00264450>

Pré-publication, Document de travail13 documents

  • Fabienne Comte, Charlotte Dion. Laguerre estimation under constraint at a single point. MAP5 2017-04 2017. <hal-01447605>
  • Fabienne Comte, Valentine Genon-Catalot. Laguerre basis for inverse problems. MAP5 2017-05. 2017. <hal-01449799>
  • Fabienne Comte, Gwennaelle Mabon, Adeline Samson. Spline regression for hazard rate estimation when data are censored and measured with error. MAP5 2016-10 2016. <hal-01300739>
  • Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot. Sobolev-Hermite versus Sobolev nonparametric density estimation on R. MAP5 2016-28. 2016. <hal-01372985>
  • G Chagny, Fabienne Comte, A. Roche. Adaptive estimation of the hazard rate with multiplicative censoring. MAP5 2016-24. 2016. <hal-01362694>
  • Fabienne Comte, Gwennaëlle Mabon. Laguerre deconvolution with unknown matrix operator. MAP5 2016-33. 2016. <hal-01416412>
  • Fabienne Comte, Céline Duval. Statistical inference for renewal processes. MAP5 2016-20. 2016. <hal-01349443v3>
  • Fabienne Comte, Adeline Samson, Julien Stirnemann. Hazard estimation for censored data contaminated with additive measurement error: application to length of pregnancy. MAP5 2015-18. 2015. <hal-01150296v2>
  • Fabienne Comte, Céline Duval, Valentine Genon-Catalot, Johanna Kappus. Estimation of the jump size density in a mixed compound Poisson process. MAP5 2014-13. 2014. <hal-00995037v2>
  • Fabienne Comte, Valentine Genon-Catalot. Density estimation for nonnegative random variables. MAP5 2011-06. 2011. <hal-00560104>
  • Julien Stirnemann, Fabienne Comte, Adeline Samson. Density estimation of a biomedical variable subject to measurement error using an auxiliary set of replicate observations. MAP5 2012-13. 2011. <hal-00687606>
  • Fabienne Comte, Jérôme Dedecker, Marie-Luce Taupin. Adaptive density estimation for general ARCH models. 2006. <hal-00101417>
  • Fabienne Comte, Jérôme Dedecker, Marie-Luce Taupin. Adaptive density deconvolution with dependent inputs. MAP5 2008-06. 2006. <hal-00078865>

Document associé à des manifestations scientifiques1 document

  • Claire Lacour, Fabienne Comte, Yves Rozenholc. Estimation adaptative pour un modèle à volatilité stochastique à temps discret. Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France. <inria-00510204>

Communication dans un congrès2 documents

  • Fabienne Comte, Stéphane Gaïffas, Agathe Guilloux. Estimation adaptative pour des processus de comptage dépendant de covariables. 41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. 2009. <inria-00386762>
  • Elodie Brunel, Fabienne Comte. Estimation non paramétrique adaptative du taux de hasard pour données censurées. Séminaire Européen- Méthodes Mathématiques pour l'Analyse de Survie, Fiabilité et Qualité de Vie, 2004, Paris, France. <hal-00171860>