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2022
Clustering multivariate functional data using unsupervised binary trees
Computational statistics and data analysis, vol. 168, 2022.
By S. Golovkine, N. Klutchnikoff, and V. Patilea@article{Golovkine2022, author={Golovkine, S. and Klutchnikoff, N. and Patilea, V.}, title={Clustering multivariate functional data using unsupervised binary trees}, journal={Computational Statistics and Data Analysis}, year={2022}, volume={168}, doi={10.1016/j.csda.2021.107376}, art_number={107376}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85119288494&doi=10.1016%2fj.csda.2021.107376&partnerID=40&md5=f52f1f175d7d0e4b39bd17f66847383e}, publisher={Elsevier B.V.}, }
Learning the smoothness of noisy curves with application to online curve estimation
Electronic journal of statistics, vol. 16, iss. 1, pp. 1485-1560, 2022.
By S. Golovkine, N. Klutchnikoff, and V. Patilea@article{Golovkine20221485, author={Golovkine, S. and Klutchnikoff, N. and Patilea, V.}, title={Learning the smoothness of noisy curves with application to online curve estimation}, journal={Electronic Journal of Statistics}, year={2022}, volume={16}, number={1}, pages={1485-1560}, doi={10.1214/22-EJS1997}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85126815475&doi=10.1214%2f22-EJS1997&partnerID=40&md5=24be1ab01c72bdcc8f0787279d365eb2}, publisher={Institute of Mathematical Statistics}, }
2021
Wilks’ theorem for semiparametric regressions with weakly dependent data
Annals of statistics, vol. 49, iss. 6, pp. 3228-3254, 2021.
By M. du Roy De Chaumaray, M. Marbac, and V. Patilea@article{duRoyDeChaumaray20213228, author={du Roy De Chaumaray, M. and Marbac, M. and Patilea, V.}, title={WILKS’ THEOREM for SEMIPARAMETRIC REGRESSIONS with WEAKLY DEPENDENT DATA}, journal={Annals of Statistics}, year={2021}, volume={49}, number={6}, pages={3228-3254}, doi={10.1214/21-AOS2081}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85122178098&doi=10.1214%2f21-AOS2081&partnerID=40&md5=c7c4fac842a7aacab28561d475d9dd79}, publisher={Institute of Mathematical Statistics}, }
Equivalent models for observables under the assumption of missing at random
Econometrics and statistics, vol. 20, pp. 153-165, 2021.
By M. Hristache and V. Patilea@article{Hristache2021153, author={Hristache, M. and Patilea, V.}, title={Equivalent models for observables under the assumption of missing at random}, journal={Econometrics and Statistics}, year={2021}, volume={20}, pages={153-165}, doi={10.1016/j.ecosta.2020.03.002}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85086123300&doi=10.1016%2fj.ecosta.2020.03.002&partnerID=40&md5=bf2ce1255d18a5f8bdbbf434af90cd21}, publisher={Elsevier B.V.}, }
A likelihood-based approach for cure regression models
Test, vol. 30, iss. 3, pp. 693-712, 2021.
By K. Burke and V. Patilea@article{Burke2021693, author={Burke, K. and Patilea, V.}, title={A likelihood-based approach for cure regression models}, journal={Test}, year={2021}, volume={30}, number={3}, pages={693-712}, doi={10.1007/s11749-020-00738-8}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85096443392&doi=10.1007%2fs11749-020-00738-8&partnerID=40&md5=543ff14ba033b74baed0e6a8b6737788}, publisher={Springer Science and Business Media Deutschland GmbH}, }
2019
An equivalence result for moment equations when data are missing at random
Statistical theory and related fields, vol. 3, iss. 2, pp. 199-207, 2019.
By M. Hristache and V. Patilea@article{Hristache2019199, author={Hristache, M. and Patilea, V.}, title={An equivalence result for moment equations when data are missing at random}, journal={Statistical Theory and Related Fields}, year={2019}, volume={3}, number={2}, pages={199-207}, doi={10.1080/24754269.2019.1672021}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85074025927&doi=10.1080%2f24754269.2019.1672021&partnerID=40&md5=0eacf95a4271975130892635cd01bf05}, publisher={Routledge}, }
Nonparametric model checks of single-index assumptions
Statistica sinica, vol. 29, iss. 1, pp. 113-138, 2019.
By S. Maistre and V. Patilea@article{Maistre2019113, author={Maistre, S. and Patilea, V.}, title={Nonparametric model checks of single-index assumptions}, journal={Statistica Sinica}, year={2019}, volume={29}, number={1}, pages={113-138}, doi={10.5705/ss.202015.0337}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85061276756&doi=10.5705%2fss.202015.0337&partnerID=40&md5=5115cc16306b60f69f6603af36365799}, publisher={Institute of Statistical Science}, }
2018
A dimension reduction approach for conditional kaplan–meier estimators
Test, vol. 27, iss. 2, pp. 295-315, 2018.
By W. Li and V. Patilea@article{Li2018295, author={Li, W. and Patilea, V.}, title={A dimension reduction approach for conditional Kaplan–Meier estimators}, journal={Test}, year={2018}, volume={27}, number={2}, pages={295-315}, doi={10.1007/s11749-017-0546-2}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85020539332&doi=10.1007%2fs11749-017-0546-2&partnerID=40&md5=1b6765f5af57ab98c5ae7927297c9d96}, publisher={Springer New York LLC}, }
2017
Conditional moment models with data missing at random
Biometrika, vol. 104, iss. 3, pp. 735-742, 2017.
By M. Hristache and V. Patilea@article{Hristache2017735, author={Hristache, M. and Patilea, V.}, title={Conditional moment models with data missing at random}, journal={Biometrika}, year={2017}, volume={104}, number={3}, pages={735-742}, doi={10.1093/biomet/asx025}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85037138465&doi=10.1093%2fbiomet%2fasx025&partnerID=40&md5=762861bea953ec2668f85e85f9837dbb}, publisher={Oxford University Press}, }
A new minimum contrast approach for inference in single-index models
Journal of multivariate analysis, vol. 158, pp. 47-59, 2017.
By W. Li and V. Patilea@article{Li201747, author={Li, W. and Patilea, V.}, title={A new minimum contrast approach for inference in single-index models}, journal={Journal of Multivariate Analysis}, year={2017}, volume={158}, pages={47-59}, doi={10.1016/j.jmva.2017.03.009}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85018473151&doi=10.1016%2fj.jmva.2017.03.009&partnerID=40&md5=6179e245074791b6b3b49720a1ce3763}, publisher={Academic Press Inc.}, }
Powerful nonparametric checks for quantile regression
Journal of statistical planning and inference, vol. 180, pp. 13-29, 2017.
By S. Maistre, P. Lavergne, and V. Patilea@article{Maistre201713, author={Maistre, S. and Lavergne, P. and Patilea, V.}, title={Powerful nonparametric checks for quantile regression}, journal={Journal of Statistical Planning and Inference}, year={2017}, volume={180}, pages={13-29}, doi={10.1016/j.jspi.2016.08.006}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84994424567&doi=10.1016%2fj.jspi.2016.08.006&partnerID=40&md5=21ebadc2fcb911dfeb5be2472baa72b7}, publisher={Elsevier B.V.}, }
2016
Testing the predictor effect on a functional response
Journal of the american statistical association, vol. 111, iss. 516, pp. 1684-1695, 2016.
By V. Patilea, C. Sánchez-Sellero, and M. Saumard@article{Patilea20161684, author={Patilea, V. and Sánchez-Sellero, C. and Saumard, M.}, title={Testing the Predictor Effect on a Functional Response}, journal={Journal of the American Statistical Association}, year={2016}, volume={111}, number={516}, pages={1684-1695}, doi={10.1080/01621459.2015.1110031}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85010676976&doi=10.1080%2f01621459.2015.1110031&partnerID=40&md5=166278f9442de5c90d5802f27a52ebe9}, publisher={American Statistical Association}, }
Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
Econometric theory, vol. 32, iss. 4, pp. 917-946, 2016.
By M. Hristache and V. Patilea@article{Hristache2016917, author={Hristache, M. and Patilea, V.}, title={SEMIPARAMETRIC EFFICIENCY BOUNDS for CONDITIONAL MOMENT RESTRICTION MODELS with DIFFERENT CONDITIONING VARIABLES}, journal={Econometric Theory}, year={2016}, volume={32}, number={4}, pages={917-946}, doi={10.1017/S0266466615000080}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84927924291&doi=10.1017%2fS0266466615000080&partnerID=40&md5=2c2bf3e140f206c21193897e2e44a467}, publisher={Cambridge University Press}, }
2015
A significance test for covariates in nonparametric regression
Electronic journal of statistics, vol. 9, pp. 643-678, 2015.
By P. Lavergne, S. Maistre, and V. Patilea@article{Lavergne2015643, author={Lavergne, P. and Maistre, S. and Patilea, V.}, title={A significance test for covariates in nonparametric regression}, journal={Electronic Journal of Statistics}, year={2015}, volume={9}, pages={643-678}, doi={10.1214/15-EJS1005}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84926361151&doi=10.1214%2f15-EJS1005&partnerID=40&md5=0488aa122e8b1d24008f753976fa788a}, publisher={Institute of Mathematical Statistics}, }
2014
Testing second-order dynamics for autoregressive processes in presence of time-varying variance
Journal of the american statistical association, vol. 109, iss. 507, pp. 1099-1111, 2014.
By V. Patilea and H. Raïssi@article{Patilea20141099, author={Patilea, V. and Raïssi, H.}, title={Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance}, journal={Journal of the American Statistical Association}, year={2014}, volume={109}, number={507}, pages={1099-1111}, doi={10.1080/01621459.2014.884504}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84907507029&doi=10.1080%2f01621459.2014.884504&partnerID=40&md5=94bb76c1e21c6017bc2aa0b86c00045c}, publisher={American Statistical Association}, }
2013
Single index regression models in the presence of censoring depending on the covariates
Bernoulli, vol. 19, iss. 3, pp. 721-747, 2013.
By O. Lopez, V. Patilea, and I. Van Keilegom@article{Lopez2013721, author={Lopez, O. and Patilea, V. and Van Keilegom, I.}, title={Single index regression models in the presence of censoring depending on the covariates}, journal={Bernoulli}, year={2013}, volume={19}, number={3}, pages={721-747}, doi={10.3150/12-BEJ464}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84883881843&doi=10.3150%2f12-BEJ464&partnerID=40&md5=715a33851bab670c459525d90ba16b68}, }
Corrected portmanteau tests for var models with time-varying variance
Journal of multivariate analysis, vol. 116, pp. 190-207, 2013.
By V. Patilea and H. Raïssi@article{Patilea2013190, author={Patilea, V. and Raïssi, H.}, title={Corrected portmanteau tests for VAR models with time-varying variance}, journal={Journal of Multivariate Analysis}, year={2013}, volume={116}, pages={190-207}, doi={10.1016/j.jmva.2012.12.004}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84872417584&doi=10.1016%2fj.jmva.2012.12.004&partnerID=40&md5=bd38e1a9538a5dbe28cc926bbb91b454}, }
Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
Journal of econometrics, vol. 177, iss. 1, pp. 47-59, 2013.
By P. Lavergne and V. Patilea@article{Lavergne201347, author={Lavergne, P. and Patilea, V.}, title={Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory}, journal={Journal of Econometrics}, year={2013}, volume={177}, number={1}, pages={47-59}, doi={10.1016/j.jeconom.2013.05.006}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84883457873&doi=10.1016%2fj.jeconom.2013.05.006&partnerID=40&md5=3c960af4a2a8ce7b9e38bd045a0221e5}, publisher={Elsevier Ltd}, }
2012
A uniform berry-esseen theorem on m-estimators for geometrically ergodic markov chains
Bernoulli, vol. 18, iss. 2, pp. 703-734, 2012.
By L. Hervé, J. Ledoux, and V. Patilea@article{Hervé2012703, author={Hervé, L. and Ledoux, J. and Patilea, V.}, title={A uniform Berry-Esseen theorem on M-estimators for geometrically ergodic Markov chains}, journal={Bernoulli}, year={2012}, volume={18}, number={2}, pages={703-734}, doi={10.3150/10-BEJ347}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84873335645&doi=10.3150%2f10-BEJ347&partnerID=40&md5=f247dc8bd5d68dde5dc94bff8fe1c127}, }
Optimal portfolios with end-of-period target
Advances in decision sciences, vol. 2012, 2012.
By H. Shiraishi, H. Ogata, T. Amano, V. Patilea, D. Veredas, and M. Taniguchi@article{Shiraishi2012, author={Shiraishi, H. and Ogata, H. and Amano, T. and Patilea, V. and Veredas, D. and Taniguchi, M.}, title={Optimal portfolios with end-of-period target}, journal={Advances in Decision Sciences}, year={2012}, volume={2012}, doi={10.1155/2012/703465}, art_number={703465}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84858329373&doi=10.1155%2f2012%2f703465&partnerID=40&md5=c3755b3181946b53b0b806ff764194ee}, }
Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean
Journal of statistical planning and inference, vol. 142, iss. 11, pp. 2891-2912, 2012.
By V. Patilea and H. Raïssi@article{Patilea20122891, author={Patilea, V. and Raïssi, H.}, title={Adaptive estimation of vector autoregressive models with time-varying variance: Application to testing linear causality in mean}, journal={Journal of Statistical Planning and Inference}, year={2012}, volume={142}, number={11}, pages={2891-2912}, doi={10.1016/j.jspi.2012.04.005}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84862995394&doi=10.1016%2fj.jspi.2012.04.005&partnerID=40&md5=d59b6378d62f46da9b06601e3787922e}, publisher={Elsevier B.V.}, }
One for all and all for one: regression checks with many regressors
Journal of business and economic statistics, vol. 30, iss. 1, pp. 41-52, 2012.
By P. Lavergne and V. Patilea@article{Lavergne201241, author={Lavergne, P. and Patilea, V.}, title={One for all and all for one: Regression checks with many regressors}, journal={Journal of Business and Economic Statistics}, year={2012}, volume={30}, number={1}, pages={41-52}, doi={10.1198/jbes.2011.07152}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84857082489&doi=10.1198%2fjbes.2011.07152&partnerID=40&md5=ce95bea872360d8cf4a2fcfd05036885}, }
2009
Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
Journal of multivariate analysis, vol. 100, iss. 1, pp. 210-230, 2009.
By O. Lopez and V. Patilea@article{Lopez2009210, author={Lopez, O. and Patilea, V.}, title={Nonparametric lack-of-fit tests for parametric mean-regression models with censored data}, journal={Journal of Multivariate Analysis}, year={2009}, volume={100}, number={1}, pages={210-230}, doi={10.1016/j.jmva.2008.04.008}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-55049088816&doi=10.1016%2fj.jmva.2008.04.008&partnerID=40&md5=96e44120fccd71e014753984f57a4648}, }
2008
Bootstrap confidence intervals in mixtures of discrete distributions
Journal of statistical planning and inference, vol. 138, iss. 8, pp. 2313-2329, 2008.
By D. Karlis and V. Patilea@article{Karlis20082313, author={Karlis, D. and Patilea, V.}, title={Bootstrap confidence intervals in mixtures of discrete distributions}, journal={Journal of Statistical Planning and Inference}, year={2008}, volume={138}, number={8}, pages={2313-2329}, doi={10.1016/j.jspi.2007.10.026}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-42149187860&doi=10.1016%2fj.jspi.2007.10.026&partnerID=40&md5=1edf48d264070b3cb2125b3eececb46e}, }
A capture-recapture approach for screening using two diagnostic tests with availability of disease status for the test positives only
Journal of the american statistical association, vol. 103, iss. 481, pp. 212-221, 2008.
By D. Böhning and V. Patilea@article{Böhning2008212, author={Böhning, D. and Patilea, V.}, title={A capture-recapture approach for screening using two diagnostic tests with availability of disease status for the test positives only}, journal={Journal of the American Statistical Association}, year={2008}, volume={103}, number={481}, pages={212-221}, doi={10.1198/016214507000000383}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-42349101163&doi=10.1198%2f016214507000000383&partnerID=40&md5=9acbe085d073161989d13d73983ebd2f}, }
Breaking the curse of dimensionality in nonparametric testing
Journal of econometrics, vol. 143, iss. 1, pp. 103-122, 2008.
By P. Lavergne and V. Patilea@article{Lavergne2008103, author={Lavergne, P. and Patilea, V.}, title={Breaking the curse of dimensionality in nonparametric testing}, journal={Journal of Econometrics}, year={2008}, volume={143}, number={1}, pages={103-122}, doi={10.1016/j.jeconom.2007.08.014}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-38149019298&doi=10.1016%2fj.jeconom.2007.08.014&partnerID=40&md5=8d2a04a6b599442626f4b96cfdc4cda1}, }
Nonlinear censored regression using synthetic data
Scandinavian journal of statistics, vol. 35, iss. 2, pp. 248-265, 2008.
By M. Delecroix, O. Lopez, and V. Patilea@article{Delecroix2008248, author={Delecroix, M. and Lopez, O. and Patilea, V.}, title={Nonlinear censored regression using synthetic data}, journal={Scandinavian Journal of Statistics}, year={2008}, volume={35}, number={2}, pages={248-265}, doi={10.1111/j.1467-9469.2007.00591.x}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-43749085078&doi=10.1111%2fj.1467-9469.2007.00591.x&partnerID=40&md5=b51f1024a1e7f7aefe1b1f35da0cdffe}, }
2007
Confidence intervals of the hazard rate function for discrete distributions using mixtures
Computational statistics and data analysis, vol. 51, iss. 11, pp. 5388-5401, 2007.
By D. Karlis and V. Patilea@article{Karlis20075388, author={Karlis, D. and Patilea, V.}, title={Confidence intervals of the hazard rate function for discrete distributions using mixtures}, journal={Computational Statistics and Data Analysis}, year={2007}, volume={51}, number={11}, pages={5388-5401}, doi={10.1016/j.csda.2006.07.037}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-34247850823&doi=10.1016%2fj.csda.2006.07.037&partnerID=40&md5=a792caab42e6b057a8ebee70913d7a06}, }
Synthetic data based nonparametric testing of parametric mean-regression models with censored data
Recent advances in stochastic modeling and data analysis, , pp. 259-266, 2007.
By O. Lopez and V. Patilea@book{Lopez2007259, author={Lopez, O. and Patilea, V.}, title={Synthetic data based nonparametric testing of parametric mean-regression models with censored data}, journal={Recent Advances in Stochastic Modeling and Data Analysis}, year={2007}, pages={259-266}, doi={10.1142/9789812709691_0032}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84967638934&doi=10.1142%2f9789812709691_0032&partnerID=40&md5=4cfb2f92b7d2e9266d41d127fcd11962}, publisher={World Scientific Publishing Co.}, }
Semiparametric regression models with applications to scoring: a review
Communications in statistics - theory and methods, vol. 36, iss. 14, pp. 2641-2653, 2007.
By V. Patilea@article{Patilea20072641, author={Patilea, V.}, title={Semiparametric regression models with applications to scoring: A review}, journal={Communications in Statistics - Theory and Methods}, year={2007}, volume={36}, number={14}, pages={2641-2653}, doi={10.1080/03610920701271186}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-35348904535&doi=10.1080%2f03610920701271186&partnerID=40&md5=d68e3d36f0c8b903af1b0f31875577a7}, }
2006
Product-limit estimators of the survival function with twice censored data
Annals of statistics, vol. 34, iss. 2, pp. 925-938, 2006.
By V. Patilea and J. -M. Rolin@article{Patilea2006925, author={Patilea, V. and Rolin, J.-M.}, title={Product-limit estimators of the survival function with twice censored data}, journal={Annals of Statistics}, year={2006}, volume={34}, number={2}, pages={925-938}, doi={10.1214/009053606000000065}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-33746242081&doi=10.1214%2f009053606000000065&partnerID=40&md5=741ef3ab8bce91def1e1fc0a747f9d24}, }
On semiparametric m-estimation in single-index regression
Journal of statistical planning and inference, vol. 136, iss. 3, pp. 730-769, 2006.
By M. Delecroix, M. Hristache, and V. Patilea@article{Delecroix2006730, author={Delecroix, M. and Hristache, M. and Patilea, V.}, title={On semiparametric M-estimation in single-index regression}, journal={Journal of Statistical Planning and Inference}, year={2006}, volume={136}, number={3}, pages={730-769}, doi={10.1016/j.jspi.2004.09.006}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-28044442060&doi=10.1016%2fj.jspi.2004.09.006&partnerID=40&md5=f335e83e29f3d178cfc201a6805f411c}, }
Product-limit estimators of the survival function for two modified forms of currentstatus data
Bernoulli, vol. 12, iss. 5, pp. 801-819, 2006.
By V. Patilea and J. -M. Rolin@article{Patilea2006801, author={Patilea, V. and Rolin, J.-M.}, title={Product-limit estimators of the survival function for two modified forms of currentstatus data}, journal={Bernoulli}, year={2006}, volume={12}, number={5}, pages={801-819}, doi={10.3150/bj/1161614947}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-71249111048&doi=10.3150%2fbj%2f1161614947&partnerID=40&md5=f0620af21bb527c9f015e0e9737bcc36}, }
2005
Asymptotic normality in mixtures of power series distributions
Scandinavian journal of statistics, vol. 32, iss. 1, pp. 115-131, 2005.
By D. Böhning and V. Patilea@article{Böhning2005115, author={Böhning, D. and Patilea, V.}, title={Asymptotic normality in mixtures of power series distributions}, journal={Scandinavian Journal of Statistics}, year={2005}, volume={32}, number={1}, pages={115-131}, doi={10.1111/j.1467-9469.2005.00418.x}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-14644415437&doi=10.1111%2fj.1467-9469.2005.00418.x&partnerID=40&md5=3691736c7047a5583a7f9830d3943a65}, publisher={Blackwell Publishing Ltd}, }