The following pages link to Thomas Laloë (Q509589):
Displaying 15 items.
- A note on the asymptotic law of the histogram without continuity assumptions (Q509591) (← links)
- A \(k\)-nearest neighbor approach for functional regression (Q935822) (← links)
- Multivariate adaptive warped kernel estimation (Q2002571) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
- An order-dependent transfer model in categorization (Q2116078) (← links)
- Hold-out strategy for selecting learning models: application to categorization subjected to presentation orders (Q2165623) (← links)
- Exact asymptotic limit for kernel estimation of regression level sets (Q2307402) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Erratum to: ``Estimating covariate functions associated to multivariate risks: a level set approach'' (Q2352398) (← links)
- \(L_1\)-quantization and clustering in Banach spaces (Q2437889) (← links)
- Nonparametric estimation of regression level sets using kernel plug-in estimator (Q2512644) (← links)
- Depth level set estimation and associated risk measures (Q2681744) (← links)
- Detection of dependence patterns with delay (Q2803441) (← links)
- Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory (Q5408470) (← links)
- Estimation of extreme $L^1$-multivariate expectiles with functional covariates (Q6431318) (← links)
