Valentin PATILEA

Valentin PATILEA

Professeur des universités

ENSAI - Campus de Ker-Lann
Rue Blaise Pascal - BP 37203
35712 BRUZ cedex
FRANCE

Tél. : +33 (0)2 99 05 33 25
Fax : +33 (0)2 99 05 32 05
  • Domaines de recherche
  • Travaux de recherche
  • Doctorants
  • Enseignements
  • Formation
  • English webpage

Statistique mathématique, méthodes non paramétriques

Analyse de survie

Reduction de la dimension et régression semiparamétrique

Econométrie

Séries chronologiques

Tests d'adéquation

Articles publiés

  • S. Maistre, V. Patilea (2017) "Nonparametric model checks of single-index assumptions", à paraître dans Statistica Sinica. (arXiv:1410.4934)
  • W. Li, V. Patilea (2017) "A dimension reduction approach for conditional Kaplan-Meier estimators", à paraître dans TEST. (la version longue ici)
  • M. Hristache, V. Patilea (2017). "Conditional moment models with data missing at random", à paraître Biometrika. (la version longue ici)
  • W. Li, V. Patilea (2017) "A new inference approach for single-index models". Journal of Multivariate Analysis, vol. 158, 47–59.
  • S. Maistre, P. Lavergne, V. Patilea (2016) "Powerful nonparametric checks of quantile regressions". Journal of Statist. Planning and Inferenc, vol. 180, 13-29.
  • V. Patilea, M. Saumard, C. Sanchez-Sellero (2016) "Testing the predictor effect on a functional response"; Journal of the American Statistical Association, vol. 111(516), 1684-1695.
  • M. Hristache, V. Patilea (2016) "Semiparametric Efficiency Bounds for Conditional Moment Restriction Models with Different Conditioning Variables"; Econometric Theory, vol. 32(4), 917-946.
  • S. Maistre, P. Lavergne, V. Patilea (2015) "A significance test for covariates in nonparametric regression"; Electronic Journal of Statistics, vol. 9(1), 643-678.
  • V. Patilea, H. Raïssi (2014) "Testing for second order dynamics for autoregressive processes in presence of time-varying variance"; Journal of the American Statistical Association, vol. 109 (507), 1099-1111.
  • P. Lavergne, V. Patilea (2013) "Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory"; Journal of Econometrics, vol. 177, 47-59.
  • V. Patilea, H. Raïssi (2013) "Corrected Portmanteau tests for multivariate autoregressive processes time-varying variance"; Journal of Multivariate Analysis, vol. 116, 190-207.
  • K. Yu, B. Wang, V. Patilea (2013) "New estimating equation approaches for parameter estimation and exact confidence intervals: application to lifetime data analysis"; Annals of the Institute of Mathematical Statistics, 65(3), 589-615.
  • O. Lopez, I. Van Keilegom, V. Patilea (2013) "Single index regression models in the presence of censoring depending on the covariates"; Bernoulli, 19(3), 721-747.
  • H. Raïssi, V. Patilea (2012) "Adaptive Estimation of VAR models with Time-Varying Variance: Application to Testing the VAR Order "; Journal of Statist. Planning and Inference, 142 (11), pp. 2891-2912.
  • L. Hervé, J. Ledoux, V. Patilea (2012) "The Berry-Esseen bound of M-estimators for geometrically Markov chains"; Bernoulli,18(2), 703-734.
  • H. Shiraishi, H. Ogata, T. Amano, V. Patilea, D. Veredas, M. Taniguchi (2012) "Optimal Portfolios with End-of-Period Target"; Advances in Decision Sciences, article ID 703465, 13 pages.
  • P. Lavergne, V. Patilea (2012) "One for all and all for one: Dimension reduction for regression checks"; Journal of Business and Economic Statistics, 30(1), pp. 41-52.
  • D. Bohning, H. Holling, V. Patilea (2011) "A limitation of the diagnostic-odds ratio in determining an optimal cut-off value for a continuous diagnostic test"; Statistical Methods in Medical Research, vol. 20(5), pp 561-570.
  • V. Patilea, L. Sardet (2009) "The rule of thumb for smoothing with asymmetric kernels"; Annales de l'I.S.U.P. vol 53 – Fascicule 2-3, pp 49-60.
  • O. Lopez, V. Patilea (2009) "Nonparametric lack-of-fit tests for parametric mean-regression models with censored data"; Journal of Multivariate Analysis, 100(1), pp. 210-230.
  • M. Delecroix, O. Lopez, V. Patilea (2008) "Nonlinear Censored Regression Using Synthetic Data"; Scandinavian Journal of Statistics, 35(2), pp. 248-265.
  • D. Karlis, V. Patilea (2008) "Bootstrap confidence intervals in mixtures of discrete distributions"; Journal of Statistical Planning and Inference, 138(8), pp. 2313-2329.
  • D. Böhning, V. Patilea (2008) "A Capture-Recapture Approach for Screening Using Two Diagnostic Tests with Availability of Disease Status for the Test-Positives Only"; Journal of the American Statistical Association, vol. 103(481), pp. 212-221.
  • P. Lavergne, V. Patilea (2008) "Breaking the curse of dimensionality in nonparametric testing"; Journal of Econometrics, vol 143(1), pp. 103-122.
  • D. Karlis, V. Patilea (2007) "Confidence intervals of the hazard rate function for discrete distributions using mixtures"; Computational Statistics & Data Analysis, vol. 51, pp. 5388-5401.
  • D. Bohning, W. Seidel, M. Alfo, B. Garel, V. Patilea, G. Walther (2007) "Advances in Mixture Models", éditorial pour le numéro spécial sur les mélanges; Computational Statistics & Data Analysis, vol. 51, pp. 5205-5210.
  • V. Patilea (2007) "Semiparametric regression models with applications to scoring: a review"; Communication in Statistics (Theory & Methods), vol 36, pp. 1-13.
  • V. Patilea, J.M. Rolin (2006) "Product-limit estimators of the survival function with twice censored data"; Annals of Statistics, vol 34, pp. 925-938.
  • V. Patilea, J.M. Rolin (2006) "Product-limit estimators of the survival function for two modified forms of current-status data"; Bernoulli, vol 12, pp. 801-819.
  • M. Delecroix, M. Hristache, V. Patilea (2006) "On semiparametric M-estimation in single-index regression"; Journal of Statist. Planning and Inference, vol. 136, pp. 730-769.
  • D. Bohning, V. Patilea (2005) "Asymptotic normality in mixtures of discrete distributions"; Scandinavian Journal of Statistics, vol. 32, pp. 115-132.
  • E. Renault, S. Pastorello, V. Patilea (2003) "Iterative and Recursive Estimation in Structural Non-Adaptive Models (with discussions)"; Journal of Business and Economic Statistics, vol 21, pp. 449-509.
  • V. Patilea (2001) "Convex models, NPMLE and misspecification"; Annals of Statistics, vol. 29, pp. 94-123.

Book chapters

  • E. Ghysels, E. Renault, O. Torres, V. Patilea (1998) "Nonparametric methods and option pricing", chapitre 13 dans Statistics in Finance, D. Hand and S. Jacka (eds.), Arnold Applications of Statistics, London, pp. 261-282.

Proceedings

  • H. Raïssi, V. Patilea (2011) "Adaptive Estimation of VAR models with Time-Varying Variance: Application to Testing the VAR Order", 2011 Joint Statistical Meeting Proceedings (American Statistical Association).
  • L. Sardet,V. Patilea (2009) "Nonparametric fine tuning of mixtures: application to non-life insurance claims", dans Advances in Data Analysis, Data Handling and Business Intelligence, (Series: Studies in Classification, Data Analysis, and Knowledge Organization, Springer, Berlin-Heidelberg), Fink, A., Lausen, B., Seidel, W., Ultsch, A. (Eds.) pp. 271-282.
  • O. Lopez, V. Patilea (2007) "Synthetic data based nonparametric testing of parametric mean-regression models with censored data", dans Recent advances in stochastic modeling and data analysis (World Sci. Publ., Hackensack, NJ),C.H. Skiadas (Ed.)pp. 259-266.

Preprints

  • "Testing for the significance of the functional covariates in regression models " (avec S. Maistre); arxiv:1406.6227
  • "Projection-based nonparametric testing for functional covariate effect" (avec M. Saumard et C. Sanchez-Sellero) ; arXiv:1205.5578.
  • "A semiparametric single-index estimator for a class of estimating equations". (avec W. Li et M. Hristache); arXiv:1608.04244
  • A General Approach for Cure Models in Survival Analysis (avec I. Van Keilegom); arxiv: 1701.03769.

Anciens doctorants

  • Clément Vital (co-direction avec Laurent Rouvière; soutenance juillet 2016)
  • Weiyu Li (soutenace en juillet 2015)
  • Samuel Maistre (co-direction avec Pascal Lavergne; soutenance en septembre 2014)
  • Matthieu Saumard (soutenance en mai 2013)
  • Laure Sardet (co-direction avec Denis Bosq; soutenance en novembre 2010)
  • Olivier Lopez (co-direction avec Michel Delecroix; soutenance en décembre 2007)

 

Visiting PhD students

  • Mercedes Amboage (visiting PhD student de l'Universidad de Santiago de Compostela; septembre à décembre 2015)
  • Daniel Becker (visiting PhD student de l'Université de Bonn; septembre 2016 et avril à juin 2017)

2016/2017

Modèles de régression (2A Ensai)

Modèles avancés d'ingénierie financière (3A Ensai)

Regression Models (MSc Big-Data)

Aggregation Methods in Statistics and Combinatorial Complexity (MSc Big-Data; partagé avec Pavlo Mozharovskyi)

 

 

Heures de réception (bureau 270)

Lundi, mercredi et vendredi: 17:00 - 18:30

2006 - Habilitation à diriger des recherches en mathématiques, Université Rennes 1

1997 - Doctorat en Statistique, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve

1993 - DEA Economie Mathématique et Econométrie, Université Toulouse I

1989 - Faculté de Mathématique, Université de Bucarest

English webpage here