2007
Boistard, Hélène (2007) Large deviations for L-statistics. Statistics & Decisions, 25 (2). pp. 89-125.
2009
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.
2011
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.
2012
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.
2016
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.
2017
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.