2005

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.

2007

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.

2008

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.

2009

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

2010

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.

2011

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

2013

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

2014

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

2017

De Mol, C., Gautier, Éric, 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

2018

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

2019

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

2021

Gaillac, Christophe and Gautier, Eric (2021) Estimates for the SVD of the Truncated Fourier Transform on L2(cosh(b.)) and Stable Analytic Continuation. Journal of Fourier Analysis and Applications, vol.27 (n°4).

Gautier, Éric (2021) Relaxing monotonicity in endogenous selection models and application to surveys. In: Advances in contemporary statistics and econometrics. Daouia, Abdelaati and Ruiz-Gazen, Anne (eds.) Springer International Publishing. Chapter 4. Cham, Suisse pp. 59-78. ISBN 978-3-030-73248-6

Gaillac, Christophe and Gautier, Éric (2021) Non Parametric Classes for Identification in Random Coefficients Models when Regressors have Limited Variation. TSE Working Paper, n. 21-1218, Toulouse

2022

Gaillac, Christophe and Gautier, Eric (2022) Adaptive estimation in the linear random coefficients model when regressors have limited variation. Bernoulli journal, vol. 28 (n° 1). pp. 504-524.