The following pages link to Vladimir Spokoiny (Q273626):
Displaying 50 items.
- Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
- (Q372574) (redirect page) (← links)
- Spatially adaptive density estimation by localised Haar projections (Q372575) (← links)
- Sparse non Gaussian component analysis by semidefinite programming (Q374189) (← links)
- (Q462082) (redirect page) (← links)
- Properties of the posterior distribution of a regression model based on Gaussian random fields (Q462083) (← links)
- Uniform properties of the local maximum likelihood estimate (Q462085) (← links)
- (Q489168) (redirect page) (← links)
- Critical dimension in profile semiparametric estimation (Q489169) (← links)
- Critical dimension in the semiparametric Bernstein-von Mises theorem (Q492184) (← links)
- Primal-dual methods for solving infinite-dimensional games (Q493268) (← links)
- Penalized maximum likelihood estimation and effective dimension (Q520783) (← links)
- Variance estimation for high-dimensional regression models (Q697472) (← links)
- Parametric estimation. Finite sample theory (Q741810) (← links)
- Parameter tuning in pointwise adaptation using a propagation approach (Q834364) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- To the memory of Yu. I. Ingster (Q906001) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Multiscale local change point detection with applications to value-at-risk (Q1018645) (← links)
- On large-deviation efficiency in statistical inference (Q1265761) (← links)
- On estimation of the \(L_r\) norm of a regression function (Q1284000) (← links)
- Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative (Q1290379) (← links)
- Moderate deviations type evaluation for integral functionals of diffusion processes (Q1307030) (← links)
- Optimal design of regression experiments with ARMA-errors (Q1332100) (← links)
- Adaptive hypothesis testing using wavelets (Q1354447) (← links)
- Semiparametric single index versus fixed link function modelling (Q1355177) (← links)
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors (Q1364730) (← links)
- Optimal pointwise adaptive methods in nonparametric estimation (Q1383092) (← links)
- Image denoising: Pointwise adaptive approach (Q1394755) (← links)
- On the shape-from-moments problem and recovering edges from noisy Radon data (Q1424398) (← links)
- Bayesian inference for spectral projectors of the covariance matrix (Q1657873) (← links)
- Nonasymptotic estimates for the closeness of Gaussian measures on balls (Q1709866) (← links)
- Confidence sets for spectral projectors of covariance matrices (Q1709874) (← links)
- Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions (Q1769777) (← links)
- Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice (Q1807122) (← links)
- Adaptive drift estimation for nonparametric diffusion model. (Q1848800) (← links)
- Multiscale testing of qualitative hypotheses (Q1848857) (← links)
- Direct estimation of the index coefficient in a single-index model (Q1848874) (← links)
- Structure adaptive approach for dimension reduction. (Q1848916) (← links)
- Data-driven testing the fit of linear models (Q1856460) (← links)
- Adaptive and spatially adaptive testing of a nonparametric hypothesis. (Q1856492) (← links)
- Statistical inference for time-inhomogeneous volatility models. (Q1879945) (← links)
- On the efficiency of wavelet estimators under arbitrary error distributions (Q1900839) (← links)
- Local adaptation to inhomogeneous smoothness: Resolution level (Q1903290) (← links)
- Exponential bounds for minimum contrast estimators (Q1951999) (← links)
- Optimal choice of observation window for Poisson observations (Q1962206) (← links)
- Deviation probability bound for martingales with applications to statistical estimation (Q1970829) (← links)
- Optimal stopping via reinforced regression (Q1984704) (← links)
- Reinforced optimal control (Q2103076) (← links)
- Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding (Q2192319) (← links)
