Identifiability in robust estimation of tree structured models

JOURNAL ARTICLE published 1 February 2024 in Bernoulli

Authors: Marta Casanellas | Marina Garrote-López | Piotr Zwiernik

Nonasymptotic bounds on the estimation error of MCMC algorithms

JOURNAL ARTICLE published 1 November 2013 in Bernoulli

Authors: Krzysztof Łatuszyński | Błażej Miasojedow | Wojciech Niemiro

Adaptive estimation of linear functionals in the convolution model and applications

JOURNAL ARTICLE published 1 February 2009 in Bernoulli

Authors: C. Butucea | F. Comte

Adaptive quantile estimation in deconvolution with unknown error distribution

JOURNAL ARTICLE published 1 February 2016 in Bernoulli

Authors: Itai Dattner | Markus Reiß | Mathias Trabs

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

JOURNAL ARTICLE published 1 August 2004 in Bernoulli

Authors: Christian Francq | Jean-Michel Zakoïan

Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas

JOURNAL ARTICLE published 1 May 2016 in Bernoulli

Authors: Marten Wegkamp | Yue Zhao

Adaptive Estimation of the Fractional Differencing Coefficient

JOURNAL ARTICLE published October 2001 in Bernoulli

Authors: Anatoli Iouditsky | Eric Moulines | Philippe Soulier

Efficient estimation in single index models through smoothing splines

JOURNAL ARTICLE published 1 May 2020 in Bernoulli

Authors: Arun K. Kuchibhotla | Rohit K. Patra

Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case

JOURNAL ARTICLE published 1 May 2018 in Bernoulli

Authors: François Bachoc

Estimation of integrated volatility of volatility with applications to goodness-of-fit testing

JOURNAL ARTICLE published 1 November 2015 in Bernoulli

Authors: Mathias Vetter

Root-$n$ consistent estimation of the marginal density in semiparametric autoregressive time series models

JOURNAL ARTICLE published 1 August 2019 in Bernoulli

Authors: Lionel Truquet

Parametric estimation of pairwise Gibbs point processes with infinite range interaction

JOURNAL ARTICLE published 1 May 2017 in Bernoulli

Authors: Jean-François Coeurjolly | Frédéric Lavancier

Variable selection and estimation for semi-parametric multiple-index models

JOURNAL ARTICLE published 1 February 2015 in Bernoulli

Authors: Tao Wang | Peirong Xu | Lixing Zhu

Minimax estimation of norms of a probability density: I. Lower bounds

JOURNAL ARTICLE published 1 May 2022 in Bernoulli

Authors: Alexander Goldenshluger | Oleg V. Lepski

Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data

JOURNAL ARTICLE published 1 August 2022 in Bernoulli

Authors: Satyajit Ghosh | Zhiqiang Tan

Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring

JOURNAL ARTICLE published 1 February 2022 in Bernoulli

Authors: Irina Gaynanova

Structured matrix estimation and completion

JOURNAL ARTICLE published 2 November 2019 in Bernoulli

Authors: Olga Klopp | Yu Lu | Alexandre B. Tsybakov | Harrison H. Zhou

Optimal estimation of a large-dimensional covariance matrix under Stein’s loss

JOURNAL ARTICLE published 2 November 2018 in Bernoulli

Authors: Olivier Ledoit | Michael Wolf

Local Polynomial Estimation with a FARIMA-GARCH Error Process

JOURNAL ARTICLE published October 2001 in Bernoulli

Authors: Jan Beran | Yuanhua Feng

A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression

JOURNAL ARTICLE published 1 August 2014 in Bernoulli

Authors: Michaël Chichignoud | Johannes Lederer