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Valentin PATILEA

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Valentin PATILEA est Responsable du Laboratoire de Statistiques et Modélisation (LSM) et du site rennais du Crest

Adresse professionnelle

ENSAI - Campus de Ker-Lann,
Rue Blaise Pascal - BP 37203,
35172 BRUZ cedex

Téléphone : +33 (0)2 99 05 33 25
Fax : +33 (0)2 99 05 32 05

Courriel : patilea [at] ensai.fr 

Situation actuelle

Professeur des universités affecté à l'Ensai

Membre de l'Institut de Recherche Mathématique de Rennes (IRMAR), équipe de Statistique

Responsable du Laboratoire de Statistique et Modélisation du Crest à l'Ensai

 

Domaines de recherche

Méthodes semi et non paramétriques en : equations estimantes, analyse de survie, régression, régression quantile, tests d’adéquation, mélanges de lois, bootstrap.

Techniques de réduction de la dimension en régression.

Méthodes statistiques en économétrie, séries chronologiques.

Applications biostatistiques.

Diplômes

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

1989 - Faculté de Mathématique, Université de Bucarest

 

 

Travaux de recherche

Articles publiés ou acceptés
 
L. Hervé, J. Ledoux, V. Patilea  "The Berry-Esseen bound of M-estimators for geometrically Markov chains" accepté à Bernoulli.
D. Bohning, H. Holling, V. Patilea  "A limitation of the diagnostic-odds ratio in determining an optimal cut-off value for a continuous diagnostic test"; accepté à Statistical Methods in Medical Research.
P. Lavergne, V. Patilea  "One for all and all for one: Dimension reduction for regression checks" (avec P. Lavergne); accepté à Journal of Business and Economic Statistics.
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.M.
 
Participation à des ouvrages

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.

 

Actes des colloques à comité de lecture

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.
 

Articles soumis, documents de travail

"Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean" (avec H. Raïssi).

"Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory" (avec P. Lavergne). 

"A single index model with randomly right censored responses" (avec O. Lopez et I. Van Keilegom).  
"Semiparametric efficiency bounds for multiple conditional moment restrictions with possibly different conditioning variables" (avec M. Hristache). 
"Corrected Portmanteau tests for multivariate autoregressive processes time-varying variance " (avec H. Raïssi);
"Inference in Conditional Moment Restrictions Models in the Presence of Censoring on the Dependent Variable" (avec P. Lavergne et O. Lopez).

"Testing conditional moment restrictions in the presence of right-censoring depending on the covariates" (avec O. Lopez).

"Semiparametric Single-index Poisson Regression Model with Unobserved Heterogeneity" (avec J. Foncel et M. Hristache), Document de travail CREST-INSEE 2004-04.

"Optimal smoothing in semiparametric index approximation of regression functions" (avec M. Delecroix et M. Hristache), Document de travail CREST-INSEE 9952.