Donsker-type theorems for nonparametric maximum likelihood estimators
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- Asymptotically minimax estimation of concave and convex distribution functions
- Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
- Efficient estimation of integral functionals of a density
- Empirical and Gaussian processes on Besov classes
- Empirical processes indexed by Lipschitz functions
- Estimating Densities of Functions of Observations
- Estimation of integral functionals of a density
- Estimation of integral functionals of a density and its derivatives
- Estimation of integrated squared density derivatives
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- Hellinger-consistency of certain nonparametric maximum likelihood estimators
- Invariant tests for uniformity on compact Riemannian manifolds based on Sobolev norms
- Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
- Necessary and sufficient conditions for weak convergence of smoothed empirical processes.
- Nonparametric estimators which can be ``plugged-in.
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- On maximum likelihood estimation in infinite dimensional parameter spaces
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(21)- Uniform limit theorems for wavelet density estimators
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- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes
- On the optimal estimation of probability measures in weak and strong topologies
- A Donsker-type theorem for log-likelihood processes
- Estimation of convolution in the model with noise
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
- Efficient simulation-based minimum distance estimation and indirect inference
- Uniform convergence of convolution estimators for the response density in nonparametric regression
- Non standard behavior of density estimators for functions of independent observations
- Bernstein-von Mises theorems and uncertainty quantification for linear inverse problems
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- Erratum to: ``Donsker type theorems for nonparametric maximum likelihood estimators. Probab. Theory Relat. Fields 138, 411-449 (2007)
- Uniform central limit theorems for kernel density estimators
- Fast nonparametric estimation for convolutions of densities
- Hellinger-consistency of certain nonparametric maximum likelihood estimators
- On convergence and convolutions of random signed measures
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
- An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
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