Valentin PATILEA

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},
}