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Items where Author is "Gautier, Eric"

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Number of items: 18.


Gautier, Eric (2005) Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications. ESAIM: Probability and Statistics, 9. pp. 74-97.

Gautier, Eric (2005) Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise. Stochastic Processes and their Applications, 115. pp. 1904-1927.


Gautier, Eric (2007) Stochastic nonlinear Schrödinger equations driven by a fractional noise - Well posedness, large deviations and support. Electronic Journal of Probability, 12. pp. 848-861.


Gautier, Eric (2008) Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations. Annals of Probability, 36 (3). pp. 896-930.

Debussche, Arnaud and Gautier, Eric (2008) Small noise asymptotic of the timing jitter in soliton transmission. Annals of Applied Probability, 18. pp. 178-208.


Gautier, Eric and Houdré, Cédric (2009) Estimation des inégalités dans l’enquête Patrimoine 2004. Économie et Statistique (417-418). pp. 135-152.


De Bouard, Anne and Gautier, Eric (2010) Exit problems related to the persistence of solitons for the Korteweg-de Vries equation with small noise. Discrete and Continuous Dynamical Systems, 26. pp. 857-871.


Gautier, Eric and Hoderlein, Stefan (2011) A triangular treatment effect model with random coefficients in the selection equation. TSE Working Paper, n. 15-598

Gautier, Eric (2011) Hierarchical Bayesian estimation of inequalities with non-rectangular censored survey data. The Annals of Applied Statistics, 5 (2B). pp. 1632-1656.

Alquier, Pierre, Gautier, Eric and Stoltz, Gilles (2011) Inverse problems and high dimensional estimation: Stats in the Château summer school in econometrics and statistics, 2009. Springer-Verlag Berlin Heidelberg ISBN 978-3-642-19988-2


Gautier, Eric and Kitamura, Yuichi (2013) Nonparametric estimation in random coefficients binary choice models. Econometrica, vol. 81. pp. 581-607.

Gautier, Eric and Tsybakov, Alexandre (2013) Pivotal estimation in high-dimensional regression via linear programming. In: Empirical Inference: Festschrift in Honor of Vladimir N. Vapnik Empirical Inference. pp. 195-204. ISBN 978-3-642-41135-9


Gautier, Eric, Rose, Christiern and Tsybakov, Alexandre (2014) High-dimensional instrumental variables regression and confidence sets. TSE Working Paper, n. 18-930, Toulouse


De Mol, C., Gautier, Eric, Giannone, D., Mullainathan, S., Reichline, L., van Dijk, H. and Wooldridge, J. (2017) Big Data in Economics: Evolution or Revolution? In: Economics without Borders – Economic Research for European Policy Challenges Cambridge University Press. Chapter 14. ISBN 9781107185159


Gautier, Eric and Le Pennec, Erwan (2018) Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding. Electronic Journal of Statistics, 12 (1). pp. 277-320.


Gaillac, Christophe and Gautier, Eric (2019) Adaptive estimation in the linear random coefficients model when regressors have limited variation. TSE Working Paper, n. 19-1026, Toulouse

Gautier, Eric and Gaillac, Christophe (2019) Estimates for the SVD of the Truncated Fourier Transform on L2(cosh(b.)) and Stable Analytic Continuation. TSE Working Paper, n. 19-1013

Beyhum, Jad and Gautier, Eric (2019) Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved Heterogeneity. TSE Working Paper, n. 19-1008, Toulouse

This list was generated on Mon Jul 13 18:36:22 2020 CEST.