4. Mathematics
  5. Statistics Theory

Nicolas Privault

Mathematics – Statistics Theory

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Convex ordering for random vectors using predictable representation

Mathematics – Probability
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Dimension free and infinite variance tail estimates on Poisson space

Mathematics – Probability
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Invariance of Poisson measures under random transformations

Mathematics – Probability
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Moments of Poisson stochastic integrals with random integrands

Mathematics – Probability
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Stein estimation for the drift of Gaussian processes using the Malliavin calculus

Mathematics – Statistics Theory
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