Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data. - Carolina Marchant; Karine Bertin; Víctor Leiva; Helton Saulo (Comput. Stat. Data Anal., 2013)

LASSO-type estimators for semiparametric nonlinear mixed-effects models estimation. - Ana Arribas-Gil; Karine Bertin; Cristian Meza; Vincent Rivoirard (Stat. Comput., 2014)

High-dimensional VAR with low-rank transition. - Pierre Alquier; Karine Bertin; Paul Doukhan; Rémy Garnier (Stat. Comput., 2020)

Minimax properties of Dirichlet kernel density estimators. - Karine Bertin; Christian Genest; Nicolas Klutchnikoff; Frédéric Ouimet (J. Multivar. Anal., 2023)