The following pages link to François Portier (Q252310):
Displaying 22 items.
- Integral approximation by kernel smoothing (Q726736) (← links)
- High dimensional regression for regenerative time-series: an application to road traffic modeling (Q830094) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- Optimal transformation: a new approach for covering the central subspace (Q1941428) (← links)
- Safe adaptive importance sampling: a mixture approach (Q2039792) (← links)
- Infinite-dimensional gradient-based descent for alpha-divergence minimisation (Q2054493) (← links)
- Control variate selection for Monte Carlo integration (Q2058787) (← links)
- Conditional independence testing via weighted partial copulas (Q2101473) (← links)
- On an extension of the promotion time cure model (Q2119242) (← links)
- Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings (Q2325397) (← links)
- Efficiency and bootstrap in the promotion time cure model (Q2405162) (← links)
- Risk bounds when learning infinitely many response functions by ordinary linear regression (Q2686603) (← links)
- An Empirical Process View of Inverse Regression (Q2821482) (← links)
- Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation (Q4975340) (← links)
- Parametric versus nonparametric: The fitness coefficient (Q5042673) (← links)
- (Q5054586) (← links)
- Monte Carlo integration with a growing number of control variates (Q5205948) (← links)
- Integral estimation based on Markovian design (Q5215027) (← links)
- On the asymptotics of \(Z\)-estimators indexed by the objective functions (Q5965331) (← links)
- Tail inverse regression: dimension reduction for prediction of extremes (Q6137714) (← links)
- Parametric versus nonparametric: the fitness coefficient (Q6303047) (← links)
- High-dimensional nonconvex lasso-type $M$-estimators (Q6396313) (← links)
