Exponential inequalities for martingales with applications X Fan, I Grama, Q Liu | 114 | 2015 |
Hoeffding’s inequality for supermartingales X Fan, I Grama, Q Liu Stochastic Processes and their Applications 122 (10), 3545-3559, 2012 | 102 | 2012 |
Asymptotic equivalence for nonparametric generalized linear models I Grama, M Nussbaum Probability Theory and Related Fields 111, 167-214, 1998 | 90 | 1998 |
Large deviations for martingales via Cramér's method I Grama, E Haeusler Stochastic processes and their applications 85 (2), 279-293, 2000 | 56 | 2000 |
Asymptotic equivalence for nonparametric regression I Grama, M Nussbaum arXiv preprint arXiv:2412.14800, 2024 | 50 | 2024 |
Berry–Esseen’s bound and Cramér’s large deviation expansion for a supercritical branching process in a random environment I Grama, Q Liu, E Miqueu Stochastic Processes and their Applications 127 (4), 1255-1281, 2017 | 49 | 2017 |
On moderate deviations for martingales IG Grama The Annals of Probability 25 (1), 152-183, 1997 | 46 | 1997 |
Asymptotic theory for the Cox model with missing time-dependent covariate JF Dupuy, I Grama, M Mesbah | 45 | 2006 |
Nonlocal means and optimal weights for noise removal Q Jin, I Grama, C Kervrann, Q Liu SIAM Journal on Imaging Sciences 10 (4), 1878-1920, 2017 | 42 | 2017 |
Statistics of extremes by oracle estimation I Grama, V Spokoiny | 40 | 2008 |
Berry-Esseen bound and precise moderate deviations for products of random matrices. H Xiao, I Grama, Q Liu Journal of the European Mathematical Society (EMS Publishing) 24 (8), 2022 | 37 | 2022 |
Conditioned limit theorems for products of random matrices I Grama, É Le Page, M Peigné Probability Theory and Related Fields 168, 601-639, 2017 | 36 | 2017 |
Large deviation exponential inequalities for supermartingales X Fan, I Grama, Q Liu | 35 | 2012 |
Conditioned local limit theorems for random walks defined on finite Markov chains I Grama, R Lauvergnat, E Le Page Probability Theory and Related Fields 176 (1), 669-735, 2020 | 34 | 2020 |
Cramér large deviation expansions for martingales under Bernstein’s condition X Fan, I Grama, Q Liu Stochastic Processes and their Applications 123 (11), 3919-3942, 2013 | 34 | 2013 |
Generalized estimating equations (GEE) for mixed logistic models ML Feddag, I Grama, M Mesbah Communications in Statistics-Theory and methods 32 (4), 851-874, 2003 | 34 | 2003 |
Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption I Grama, R Lauvergnat, É Le Page The Annals of Probability 46 (4), 1807-1877, 2018 | 32 | 2018 |
An asymptotic expansion for probabilities of moderate deviations for multivariate martingales IG Grama, E Haeusler Journal of Theoretical Probability 19, 1-44, 2006 | 30 | 2006 |
Self-normalized Cramér type moderate deviations for martingales X Fan, I Grama, Q Liu, QM Shao | 28 | 2019 |
Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles G Durrieu, I Grama, QK Pham, JM Tricot Extremes 18, 437-478, 2015 | 24 | 2015 |