Valentin PATILEA


Valentin PATILEA
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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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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

    [DOI] [Bibtex]

    @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},
    }