New Error Analysis for Lasso
New estimates and tests of independence in some copula models
New estimators of the Pickands dependence function and a test for extreme-value dependence
New multi-sample nonparametric tests for panel count data
New multivariate central limit theorems in linear structural and functional error-in-variables models
No fast exponential deviation inequalities for the progressive mixture rule
Noise Covariance Properties in Dual-Tree Wavelet Decompositions
Non asymptotic minimax rates of testing in signal detection with heterogeneous variances
Non parametric estimation of the structural expectation of a stochastic increasing function
Non parametric threshold estimation for models with stochastic diffusion coefficients and jumps
Non singularity of the asymptotic Fisher information matrix in hidden Markov models
Non standard functional limit laws for the increments of the compound empirical distribution function
Non- and semi-parametric analysis of failure time data with missing failure indicators
Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models
Non-asymptotic model selection for linear non least-squares estimation in regression models and inverse problems
Non-asymptotic Oracle Inequalities for the High-Dimensional Cox Regression via Lasso
Non-Concave Penalized Likelihood with NP-Dimensionality
Non-invertibility in Some Heteroscedastic Models
Non-parametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities
Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators