Publications list

  • H. Boistard, H.P. Lopuhaä and A. Ruiz-Gazen, Functional central limit theorems for single-stage sampling designs, to appear in the Annals of Statistics.
  • V.A. Reisen, C. Lévy-Leduc, M. Bourguignon and H. Boistard, Robust Dickey-Fuller tests based on ranks for time series with additive outliers, to appear in Metrika.
  • H. Boistard, G. Chauvet and D. Haziza, Doubly robust inference for the distribution function in the presence of missing survey data, Scandinavian Journal of Statistics, vol. 43, n. 3, p. 683–699, 2016.
  • H. Boistard, H.P. Lopuhaä and A. Ruiz-Gazen, Approximation of rejective sampling inclusion probabilities and application to high order correlations, Electronic Journal of Statistics, vol. 6, p. 1967–1983, 2012.
  • C. Lévy-Leduc, H. Boistard, E. Moulines, M. S. Taqqu and V. A. Reisen. Asymptotic properties of U-processes under long-range dependence, Annals of Statistics, vol. 39, n. 3, p. 1399–1426, 2011.
  • C. Lévy-Leduc, H. Boistard, E. Moulines, M. S. Taqqu and V. A. Reisen. Large sample behavior of some well-known robust estimators under long-range dependence, Statistics, vol. 45, n. 1, p. 59–71, 2011.
  • C. Lévy-Leduc, H. Boistard, E. Moulines, M. S. Taqqu and V. A. Reisen. Robust estimation of the scale and of the autocovariance function of Gaussian short and long-range dependent processes, Journal of Time Series Analysis, vol. 32, n. 2, p. 135–156, 2011.
  • H. Boistard and E. del Barrio. Central limit theorem for multiple integrals with respect to the empirical process, Statistics and Probability Letters, vol. 79(2), p. 188–195, 2009.
  • Ph.D Thesis titled Asymptotic efficiency of tests related with the Wasserstein statistic, with advisors Eustasio del Barrio and Fabrice Gamboa, 2007.
  • H. Boistard. Large deviations for L-statistics, Statistics and Decisions, 25(2), p. 89–125, 2007.