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Estimation adaptative avec des données transformées ou incomplètes. Application à des modèles de survie

Abstract : This thesis presents various problems of adaptive functional estimation, using projection and kernel methods, and criterions inspired both by model selection and Lepski's methods. The common point of the studied statistical setting is to deal with transformed and/or incomplete data. The first part proposes a method of estimation with a "warping" device which permits to handle the estimation of functions such as additive and multiplicative regression, conditional density, hazard rate based on randomly right-censored data, and cumulative distribution function from current-status data. The aim is to estimate a function from a sample of random variable (X,Y). We use the warped data (ф(X),Y), to propose adaptive estimators, where ф is a one-to-one function that we also estimate (e.g. the cumulative distribution function of X). The interest is twofold. From the theoretical point of view, the estimators are optimal in the oracle sense. From the practical point of view, they can be easily computed, thanks to their simple explicit expression. The second part deals with a two-sample problem : we compare the distribution of two variables X and Xₒ by studying the relative density, defined as the density of Fₒ(X) (Fₒ is the c.d.f. of Xₒ). We build adaptive estimators, from a double data-sample, possibly censored. Non-asymptotic risk bounds are proved, and convergence rates are also derived.
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Submitted on : Wednesday, September 18, 2013 - 12:00:33 PM
Last modification on : Friday, August 21, 2020 - 5:10:19 AM
Long-term archiving on: : Friday, December 20, 2013 - 2:55:32 PM


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  • HAL Id : tel-00863141, version 1


Gaëlle Chagny. Estimation adaptative avec des données transformées ou incomplètes. Application à des modèles de survie. Mathématiques générales [math.GM]. Université René Descartes - Paris V, 2013. Français. ⟨NNT : 2013PA05S008⟩. ⟨tel-00863141⟩



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