Items where Author is "Boistard, Hélène"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Jump to: Article
Number of items: 8.

Article

Boistard, Hélène, Lopuhaä, Rik and Ruiz-Gazen, Anne (2017) Functional central limit theorems for single-stage sampling designs. Annals of Statistics, vol.45 (n°4). pp. 1728-1758.

Boistard, Hélène, Chauvet, Guillaume and Haziza, David (2016) Doubly Robust Inference for the Distribution Function in the Presence of Missing Survey Data. Scandinavian Journal of Statistics, 43 (3). pp. 683-699.

Boistard, Hélène, Lopuhaä, Rik and Ruiz-Gazen, Anne (2012) Approximation of rejective sampling inclusion probabilities and application to high order correlations. Electronic Journal of Statistics, 6. pp. 1967-1983.

Boistard, Hélène, Levy-Leduc, Céline, Moulines, Eric, Reisen, Valdério Anselmo and Taqqu, Murad (2011) Asymptotic properties of u-processes under long-range dependence. Annals of Statistics, 39 (3). pp. 1399-1426.

Boistard, Hélène, Levy-Leduc, Céline, Moulines, Eric, Reisen, Valdério Anselmo and Taqqu, Murad (2011) Large sample behaviour of some well-known robust estimators under longrange dependence. Statistics: A Journal of Theoretical and Applied Statistics, 45 (n°1). pp. 59-71.

Boistard, Hélène, Levy-Leduc, Céline, Moulines, Eric, Reisen, Valdério Anselmo and Taqqu, Murad (2011) Robust estimation of the scale and of the autocovariance function of Gaussian shortand long-range dependent processes. Journal of Time Series Analysis, 32. pp. 135-156.

Boistard, Hélène and Del Barrio, Eustasio (2009) Central limit theorem for multiple integrals with respect to the empirical process. Statistics and Probability Letters, 79. pp. 188-195.

Boistard, Hélène (2007) Large deviations for L-statistics. Statistics & Decisions, 25 (2). pp. 89-125.

This list was generated on Sat Oct 19 09:35:07 2019 CEST.