| Publication | Date of Publication | Type |
|---|
| Reconstruction of manifold embeddings into Euclidean spaces via intrinsic distances | 2024-02-02 | Paper |
| Accelerated gradient methods with absolute and relative noise in the gradient | 2023-12-11 | Paper |
| Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation | 2023-11-30 | Paper |
| Reinforced optimal control | 2022-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5054643 | 2022-11-29 | Paper |
| Statistical inference for Bures-Wasserstein barycenters | 2021-11-04 | Paper |
| Efficient and positive semidefinite pre-averaging realized covariance estimator | 2021-10-06 | Paper |
| Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding | 2020-08-17 | Paper |
| Elements of Statistical Inference in 2-Wasserstein Space | 2020-06-29 | Paper |
| An adaptive multiclass nearest neighbor classifier | 2020-05-18 | Paper |
| Optimal stopping via reinforced regression | 2020-04-07 | Paper |
| Large ball probabilities, Gaussian comparison and anti-concentration | 2019-09-25 | Paper |
| Adaptive Nonparametric Clustering | 2019-07-19 | Paper |
| Bootstrap confidence sets for spectral projectors of sample covariance | 2019-07-17 | Paper |
| Bootstrap tuning in Gaussian ordered model selection | 2019-05-10 | Paper |
| Nonasymptotic estimates for the closeness of Gaussian measures on balls | 2019-01-15 | Paper |
| Confidence sets for spectral projectors of covariance matrices | 2019-01-15 | Paper |
| Bayesian inference for spectral projectors of the covariance matrix | 2018-08-14 | Paper |
| Spatially Adaptive Estimation via Fitted Local Likelihood Techniques | 2018-06-27 | Paper |
| Multiscale Change Point Detection | 2018-01-09 | Paper |
| Sparse Non-Gaussian Component Analysis | 2017-07-27 | Paper |
| Random gradient-free minimization of convex functions | 2017-05-23 | Paper |
| Penalized maximum likelihood estimation and effective dimension | 2017-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2810866 | 2016-06-06 | Paper |
| Finite sample Bernstein-von Mises theorem for semiparametric problems | 2016-04-22 | Paper |
| To the memory of Yu. I. Ingster | 2016-01-28 | Paper |
| Bootstrap confidence sets under model misspecification | 2015-11-18 | Paper |
| MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES | 2015-11-03 | Paper |
| Primal-dual methods for solving infinite-dimensional games | 2015-09-03 | Paper |
| Critical dimension in the semiparametric Bernstein-von Mises theorem | 2015-08-20 | Paper |
| On the efficiency of a randomized mirror descent algorithm in online optimization problems | 2015-07-13 | Paper |
| Bayesian model selection and the concentration of the posterior of hyperparameters | 2015-03-03 | Paper |
| Properties of the Bayesian parameter estimation of a regression based on Gaussian processes | 2015-03-03 | Paper |
| Critical dimension in profile semiparametric estimation | 2015-01-27 | Paper |
| Construction of Mean-Self-Financing Strategies for European Options under Regime-Switching | 2015-01-20 | Paper |
| Properties of the posterior distribution of a regression model based on Gaussian random fields | 2014-10-15 | Paper |
| Uniform properties of the local maximum likelihood estimate | 2014-10-15 | Paper |
| Parametric estimation. Finite sample theory | 2014-09-15 | Paper |
| Concentration Inequalities for Smooth Random Fields | 2014-08-27 | Paper |
| Local quantile regression | 2014-02-06 | Paper |
| Rejoinder on: ``Local quantile regression | 2014-02-06 | Paper |
| The Bernstein-von Mises theorem for regression based on Gaussian Processes | 2014-02-05 | Paper |
| Sparse non Gaussian component analysis by semidefinite programming | 2013-10-22 | Paper |
| Spatially adaptive density estimation by localised Haar projections | 2013-10-09 | Paper |
| Structural Adaptive Smoothing Procedures | 2013-09-25 | Paper |
| Basics of Modern Mathematical Statistics | 2013-08-16 | Paper |
| Exponential bounds for minimum contrast estimators | 2013-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3096165 | 2011-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3093344 | 2011-10-12 | Paper |
| Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models | 2010-10-15 | Paper |
| Varying Coefficient GARCH Models | 2009-11-27 | Paper |
| Regression methods in pricing American and Bermudan options using consumption processes | 2009-09-13 | Paper |
| Parameter tuning in pointwise adaptation using a propagation approach | 2009-08-19 | Paper |
| Multiscale local change point detection with applications to value-at-risk | 2009-05-20 | Paper |
| Recovering convex edges of an image from noisy tomographic data | 2008-12-21 | Paper |
| Locally Time Homogeneous Time Series Modelling | 2008-12-01 | Paper |
| Statistics of extremes by oracle estimation | 2008-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504378 | 2008-06-11 | Paper |
| Spatial aggregation of local likelihood estimates with applications to classification | 2008-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5426793 | 2007-11-13 | Paper |
| Forward and reverse representations for Markov chains | 2007-07-27 | Paper |
| Portfolio value at risk based on independent component analysis | 2007-07-17 | Paper |
| Functional and Dynamic Magnetic Resonance Imaging Using Vector Adaptive Weights Smoothing | 2007-05-30 | Paper |
| Independent Component Analysis and Blind Signal Separation | 2007-02-12 | Paper |
| Propagation-separation approach for local likelihood estimation | 2006-06-26 | Paper |
| Confidence estimation of the covariance function of stationary and locally stationary processes | 2005-07-01 | Paper |
| Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions | 2005-03-30 | Paper |
| Statistical inference for time-inhomogeneous volatility models. | 2004-09-15 | Paper |
| Structural Tests in Additive Regression | 2004-06-10 | Paper |
| An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models | 2004-06-10 | Paper |
| On the shape-from-moments problem and recovering edges from noisy Radon data | 2004-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4405617 | 2003-10-28 | Paper |
| Image denoising: Pointwise adaptive approach | 2003-09-14 | Paper |
| Data-driven testing the fit of linear models | 2003-02-10 | Paper |
| Adaptive and spatially adaptive testing of a nonparametric hypothesis. | 2003-02-10 | Paper |
| Adaptive drift estimation for nonparametric diffusion model. | 2002-11-14 | Paper |
| Multiscale testing of qualitative hypotheses | 2002-11-14 | Paper |
| Direct estimation of the index coefficient in a single-index model | 2002-11-14 | Paper |
| Structure adaptive approach for dimension reduction. | 2002-11-14 | Paper |
| Variance estimation for high-dimensional regression models | 2002-09-17 | Paper |
| An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative | 2002-05-28 | Paper |
| On estimating a dynamic function of a stochastic system with averaging | 2002-04-07 | Paper |
| On large-deviation efficiency in statistical inference | 2001-02-18 | Paper |
| Statistical Experiments and Decisions | 2001-01-28 | Paper |
| Deviation probability bound for martingales with applications to statistical estimation | 2001-01-11 | Paper |
| Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative | 2000-10-29 | Paper |
| Optimal choice of observation window for Poisson observations | 2000-01-30 | Paper |
| Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice | 1999-11-09 | Paper |
| Moderate deviations type evaluation for integral functionals of diffusion processes | 1999-10-26 | Paper |
| On estimation of the \(L_r\) norm of a regression function | 1999-03-30 | Paper |
| Adaptive hypothesis testing using wavelets | 1998-11-03 | Paper |
| Exact Asymptotics of Minimax Bahadur Risk in Lipschitz Regression | 1998-10-11 | Paper |
| Optimal pointwise adaptive methods in nonparametric estimation | 1998-05-25 | Paper |
| Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors | 1998-04-29 | Paper |
| On sequential estimation of an autoregressive parameter | 1997-12-14 | Paper |
| Semiparametric single index versus fixed link function modelling | 1997-09-09 | Paper |
| On the efficiency of wavelet estimators under arbitrary error distributions | 1996-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871600 | 1996-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871605 | 1996-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871606 | 1996-05-14 | Paper |
| Local adaptation to inhomogeneous smoothness: Resolution level | 1996-02-01 | Paper |
| Efficient estimation and experimental design for controlled systems. Asymptotic approach | 1995-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322836 | 1995-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322834 | 1995-02-13 | Paper |
| Optimal design of regression experiments with ARMA-errors | 1994-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4037083 | 1993-05-18 | Paper |
| Lower bounds of minimax risk in estimation problems without lan condition | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3975869 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3779608 | 1988-01-01 | Paper |
| On the design of regression experiments with dependent errors | 1988-01-01 | Paper |
| Estimation for SLS models: finite sample guarantees | N/A | Paper |
