ERA Chair in Mathematical Statistics and Data Science for the University of Luxembourg

Project Information

SanDAL

Grant agreement ID: 811017

DOI

10.3030/811017

Project closed

EC signature date 26 June 2018

Start date 1 January 2019

End date 31 December 2024

Funded under

• Establishing ‚ERA Chairs’

Total cost

€ 2 498 500,00

EU contribution

€ 2 498 500,00

Coordinated by

UNIVERSITE DU LUXEMBOURG
Luxembourg

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Deliverables

Websites, patent fillings, videos etc. (4)

Project newsletters - final compendium

Project newsletters - final compendium

Project leaflet and poster
Project newsletters - midterm compendium

Project newsletters midterm compendium

Project website

Documents, reports (3)

Strategic Research Programme - final version

Strategic Research Programme final version

Strategic Research Programme – initial version
Strategic Research Programme - midterm version

Strategic Research Programme midterm version

Publications

Peer reviewed articles (23)

Malliavin calculus for marked binomial processes and applications

Author(s): Hélène Halconruy
Published in: Electronic Journal of Probability, Issue 27, 2023, ISSN 1083-6489
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/22-ejp892

Robust nonparametric regression based on deep ReLU neural networks

Author(s): Juntong Chen
Published in: Journal of Statistical Planning and Inference, Issue 233, 2024, Page(s) 106182, ISSN 0378-3758
Publisher: Elsevier BV
DOI: 10.1016/j.jspi.2024.106182

Aggregated hold out for sparse linear regression with a robust loss function

Author(s): Guillaume Maillard
Published in: Electronic Journal of Statistics, Issue 16, 2022, ISSN 1935-7524
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/21-ejs1952

From robust tests to Bayes-like posterior distributions

Author(s): Yannick Baraud
Published in: Probability Theory and Related Fields, Issue 188, 2024, Page(s) 159-234, ISSN 0178-8051
Publisher: Springer Verlag
DOI: 10.1007/s00440-023-01222-8

Tests and estimation strategies associated to some loss functions

Author(s): Yannick Baraud
Published in: Mathematical Methods of Statistics, Issue 1, 2021, ISSN 0178-8051
Publisher: Springer Verlag
DOI: 10.1007/s00440-021-01065-1

The insider trading problem in a jump-binomial model

Author(s): Hélène Halconruy
Published in: Decisions in Economics and Finance, Issue 46, 2023, Page(s) 379-413, ISSN 1593-8883
Publisher: Springer Verlag
DOI: 10.1007/s10203-023-00412-2

Kernel Selection in Nonparametric Regression

Author(s): Hélène Halconruy; Nicolas Marie
Published in: Mathematical Methods of Statistics, Issue 1, 2021, ISSN 1066-5307
Publisher: Allerton Press Inc.
DOI: 10.3103/s1066530720010044

Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation

Author(s): Ivan Nourdin, David Nualart, Rola Zintout
Published in: Statistical Inference for Stochastic Processes, Issue 19/2, 2016, Page(s) 219-234, ISSN 1387-0874
Publisher: Kluwer Academic Publishers
DOI: 10.1007/s11203-015-9125-x

Autoregressive Moving Average Infinite Hidden Markov-Switching Models

Author(s): Luc Bauwens, Jean-François Carpantier, Arnaud Dufays
Published in: Journal of Business & Economic Statistics, Issue 35/2, 2017, Page(s) 162-182, ISSN 0735-0015
Publisher: American Statistical Association
DOI: 10.1080/07350015.2015.1123636

Distributional Transformations Without Orthogonality Relations

Author(s): Christian Döbler
Published in: Journal of Theoretical Probability, Issue 30/1, 2017, Page(s) 85-116, ISSN 0894-9840
Publisher: Kluwer Academic Publishers
DOI: 10.1007/s10959-015-0646-4

The Gamma Stein equation and noncentral de Jong theorems

Author(s): Christian Döbler, Giovanni Peccati
Published in: Bernoulli, Issue 24/4B, 2018, Page(s) 3384-3421, ISSN 1350-7265
Publisher: Chapman & Hall
DOI: 10.3150/17-bej963

Convexity of probit weights

Author(s): Martin Schumann, Gautam Tripathi
Published in: Statistics & Probability Letters, Issue 143, 2018, Page(s) 81-85, ISSN 0167-7152
Publisher: Elsevier BV
DOI: 10.1016/j.spl.2018.07.022

Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas

Author(s): Xisong Jin, Thorsten Lehnert
Published in: Dependence Modeling, Issue 6/1, 2018, Page(s) 19-46, ISSN 2300-2298
Publisher: De Gruyter
DOI: 10.1515/demo-2018-0002

Robust Inference for Inverse Stochastic Dominance

Author(s): Francesco Andreoli
Published in: Journal of Business & Economic Statistics, Issue 36/1, 2017, Page(s) 146-159, ISSN 0735-0015
Publisher: American Statistical Association
DOI: 10.1080/07350015.2015.1137758

Joint signature of two or more systems with applications to multistate systems made up of two-state components

Author(s): Jean-Luc Marichal, Pierre Mathonet, Jorge Navarro, Christian Paroissin
Published in: European Journal of Operational Research, Issue 263/2, 2017, Page(s) 559-570, ISSN 0377-2217
Publisher: Elsevier BV
DOI: 10.1016/j.ejor.2017.06.022

A simple consistent test of conditional symmetry in symmetrically trimmed tobit models

Author(s): Tao Chen, Gautam Tripathi
Published in: Journal of Econometrics, Issue 198/1, 2017, Page(s) 29-40, ISSN 0304-4076
Publisher: Elsevier BV
DOI: 10.1016/j.jeconom.2016.12.003

Gaussian phase transitions and conic intrinsic volumes: Steining the Steiner formula

Author(s): Larry Goldstein, Ivan Nourdin, Giovanni Peccati
Published in: The Annals of Applied Probability, Issue 27/1, 2017, Page(s) 1-47, ISSN 1050-5164
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/16-aap1195

Quantitative de Jong theorems in any dimension

Author(s): Christian Döbler, Giovanni Peccati
Published in: Electronic Journal of Probability, Issue 22/0, 2017, ISSN 1083-6489
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/16-ejp19

Gaussian approximation of nonlinear statistics on the sphere

Author(s): Solesne Bourguin, Claudio Durastanti, Domenico Marinucci, Giovanni Peccati
Published in: Journal of Mathematical Analysis and Applications, Issue 436/2, 2016, Page(s) 1121-1148, ISSN 0022-247X
Publisher: Academic Press
DOI: 10.1016/j.jmaa.2015.12.036

Robust estimation in finite mixture models

Author(s): Alexandre Lecestre
Published in: ESAIM: Probability and Statistics, Issue 27, 2023, Page(s) 402-460, ISSN 1262-3318
Publisher: EDP Sciences
DOI: 10.1051/ps/2023004

On testing the equality of latent roots of scatter matrices under ellipticity

Author(s): Gaspard Bernard, Thomas Verdebout
Published in: Journal of Multivariate Analysis, Issue 199, 2023, Page(s) 105232, ISSN 0047-259X
Publisher: Academic Press
DOI: 10.1016/j.jmva.2023.105232

Estimating a regression function in exponential families by model selection

Author(s): Juntong Chen
Published in: Bernoulli, Issue 30, 2024, ISSN 1350-7265
Publisher: Chapman & Hall
DOI: 10.3150/23-bej1649

Robust estimation of a regression function in exponential families

Author(s): Yannick Baraud, Juntong Chen
Published in: Journal of Statistical Planning and Inference, Issue 233, 2024, Page(s) 106167, ISSN 0378-3758
Publisher: Elsevier BV
DOI: 10.1016/j.jspi.2024.106167

Other (11)

Estimator selection for regression functions in exponential families with application to change point detection.

Author(s): Juntong Chen
Published in: ArXiV, 2022
Publisher: ArXiV

From robust tests to Bayes-like posterior distributions

Author(s): Baraud, Yannick
Published in: arXiv, 2021
Publisher: arXiv

Robust estimation for ergodic Markovian processes

Author(s): Alexandre Lecestre
Published in: ArXiV, 2022
Publisher: ArXiV

Space science from a directional statistical point of view.

Author(s): Guendalina Palmirotta, Christophe Ley
Published in: ORBilu, 2023
Publisher: ORBilu

Local asymptotics of cross-validation in least-squares density estimation

Author(s): Maillard, Guillaume
Published in: arXiv, Issue 2, 2021
Publisher: arXiv

A Model-Based Approach To Density Estimation In Sup-Norm.

Author(s): Guillaume Maillard
Published in: HAL Science, 2022
Publisher: HAL Science

Robust Estimation in Finite Mixture Models

Author(s): Lecestre, Alexandre
Published in: arXiv, 2021
Publisher: arXiv

Local asymptotics of cross-validation around the optimal model.

Author(s): Guillaume Maillard
Published in: HAL Science, 2022
Publisher: HAL Science

Robust Bayes-Like Estimation: Rho-Bayes estimation

Author(s): Yannick Baraud, Lucien Birgé
Published in: arxiv.org, 2020
Publisher: arxiv.org

Estimating the number of infected persons

Author(s): Y. Baraud, I. Nourdin, G. Peccati
Published in: arxiv.org, 2020
Publisher: arxiv.org

Robust Estimation of a Regression Function in Exponential Families

Author(s): Baraud, Yannick; Chen, Juntong
Published in: arXiv, 2020
Publisher: arXiv

Thesis and dissertations (2)

Robust estimation in exponential families: from theory to practice

Author(s): Juntong Chen
Published in: ORBilu, 2023
Publisher: ORBilu

Robust estimation for possibly dependent observations: application to mixture and hidden Markov models

Author(s): Alexandre Lecestre
Published in: ORbilu, 2023
Publisher: ORBilu