Eric Gautier

Jad Beyhum, and Eric Gautier, “Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors”, Journal of Business and Economic Statistics, vol. 41, n. 1, 2023, pp. 270–281.

Christophe Gaillac, and Eric Gautier, “Adaptive estimation in the linear random coefficients model when regressors have limited variation”, Bernoulli, vol. 28, n. 1, February 2022, pp. 504–524.

Christophe Gaillac, and Eric Gautier, “Estimates for the SVD of the Truncated Fourier Transform on L2(cosh(b.)) and Stable Analytic Continuation”, Journal of Fourier Analysis and Applications, vol. 27, n. 72, August 2021.

Eric Gautier, “Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys”, in Advances in Contemporary Statistics and Econometrics, Abdelaati Daouia, and Anne Ruiz-Gazen (eds.), chapter 4, 2021, pp. 59–78.

Eric Gautier, and Erwan Le Pennec, “Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding”, Electronic Journal of Statistics, vol. 12, n. 1, 2018, pp. 277–320.

C. De Mol, Eric Gautier, D. Giannone, S. Mullainathan, L. Reichline, H. van Dijk, and J. Wooldridge, “Big Data in Economics: Evolution or Revolution?”, in Economics without Borders – Economic Research for European Policy Challenges, Cambridge University Press, chapter 14, March 2017.

Eric Gautier, and Yuichi Kitamura, “Nonparametric estimation in random coefficients binary choice models”, Econometrica, vol. 81, 2013, pp. 581–607.

Eric Gautier, and Alexandre Tsybakov, “Pivotal estimation in high-dimensional regression via linear programming”, in Empirical Inference: Festschrift in Honor of Vladimir N. Vapnik, Zhiyuan Luo, Bernhard Schölkopf, and Vladimir Vovk (eds.), 2013, pp. 195–204.

Pierre Alquier, Eric Gautier, and Gilles Stoltz, Inverse problems and high dimensional estimation: Stats in the Château summer school in econometrics and statistics, 2009, 2011, 198 pages.

Eric Gautier, “Hierarchical Bayesian estimation of inequalities with non-rectangular censored survey data”, The Annals of Applied Statistics, vol. 5, n. 2B, 2011, pp. 1632–1656.

Anne de Bouard, and Eric Gautier, “Exit problems related to the persistence of solitons for the Korteweg-de Vries equation with small noise”, Discrete and Continuous Dynamical Systems, vol. 26, 2010, pp. 857–871.

Eric Gautier, and Cédric Houdré, “Estimation des inégalités dans l’enquête Patrimoine 2004”, Économie et Statistique, n. 417-418, 2009, pp. 135–152.

Eric Gautier, “Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations”, The Annals of Probability, vol. 36, n. 3, May 2008, pp. 896–930.

Arnaud Debussche, and Eric Gautier, “Small noise asymptotic of the timing jitter in soliton transmission”, Annals of Applied Probability, vol. 18, 2008, pp. 178–208.

Eric Gautier, “Stochastic nonlinear Schrödinger equations driven by a fractional noise - Well posedness, large deviations and support”, Electronic Journal of Probability, vol. 12, 2007, pp. 848–861.

Eric Gautier, “Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise”, Stochastic Processes and their Applications, vol. 115, 2005, pp. 1904–1927.

Eric Gautier, “Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications”, ESAIM: Probability and Statistics, vol. 9, 2005, pp. 74–97.