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Details about Alexandre B. Tsybakov

Workplace:Centre de Recherche en Économie et Statistique (CREST) (Center for Research in Economics and Statistics), (more information at EDIRC)

Access statistics for papers by Alexandre B. Tsybakov.

Last updated 2016-10-10. Update your information in the RePEc Author Service.

Short-id: pts115


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Working Papers

2018

  1. High-dimensional instrumental variables regression and confidence sets
    Working Papers, HAL Downloads View citations (15)
    Also in Working Papers, Center for Research in Economics and Statistics (2011) Downloads View citations (29)

2013

  1. Pivotal estimation in high-dimensional regression via linear programming
    Working Papers, HAL Downloads
    Also in Papers, arXiv.org (2013) Downloads

2012

  1. Statistical Inference in Compound Functional Models
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (1)

2010

  1. Detection Boundary in Sparse Regression
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (4)
  2. Estimation on High-dimensional Low Rank Matrices
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (4)
  3. Oracle Inequalities and Optimal Inference under Group Sparsity
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (1)

2007

  1. Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii
    Papers, arXiv.org Downloads

1998

  1. Flexible stochastic volatility structures for high frequency financial data
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads
  2. Smooth discrimination analysis
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads

1996

  1. Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)
  2. Nonparametric Vector Autoregression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (22)

1995

  1. Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)
    See also Journal Article in Journal of Econometrics (1997)

1994

  1. Additive Nonparametric Regression on Principal Components
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)

1992

  1. ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries
    Working Papers, Catholique de Louvain - Institut de statistique
  2. Efficient Estimation of Monotone Boundaries
    Working Papers, Catholique de Louvain - Institut de statistique View citations (38)
  3. Estimation of support of a probability density and estimation of support functionals
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
  4. How Sensitive are Average Derivatives?
    Working Papers, Tilburg - Center for Economic Research View citations (1)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1991)

    See also Journal Article in Journal of Econometrics (1993)
  5. Minimax Linewise Algorithm for Image Reconstruction
    Working Papers, Catholique de Louvain - Institut de statistique
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1992) Downloads
  6. Multidimentional Change-Point Problems and Boundary Estimation
    Working Papers, Catholique de Louvain - Institut de statistique
  7. Non Linear ARX-Models: Probabilistic Properties and Consistent Recursive Estimation
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
  8. Nonparametric Recursive Variance Estimation
    Working Papers, Catholique de Louvain - Institut de statistique
  9. Roott-n Consistent Estimators of Entropy for Densities with Unbounded Support
    Working Papers, Catholique de Louvain - Institut de statistique

1991

  1. Bandwidth choice for average derivative estimation
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (9)
  2. On Stochastic Approximation with Arbitrarily Dependent Noise
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1990

  1. How many terms should be added into an additive model ?
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  2. Remarks on sliced inverse regression
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  3. Robust locally adaptive nonparametric regression
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)

Journal Articles

2006

  1. Regularization in statistics
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2006, 15, (2), 271-344 Downloads View citations (10)

2004

  1. Estimating the endpoint of a distribution in the presence of additive observation errors
    Statistics & Probability Letters, 2004, 68, (1), 39-49 Downloads View citations (8)

2003

  1. Optimal prediction for linear regression with infinitely many parameters
    Journal of Multivariate Analysis, 2003, 84, (1), 40-60 Downloads View citations (2)

2000

  1. Thresholding algorithms, maxisets and well-concentrated bases
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2000, 9, (2), 283-344 Downloads View citations (8)

1997

  1. Local polynomial estimators of the volatility function in nonparametric autoregression
    Journal of Econometrics, 1997, 81, (1), 223-242 Downloads View citations (70)
    See also Working Paper (1995)

1995

  1. Estimation of Non-sharp Support Boundaries
    Journal of Multivariate Analysis, 1995, 55, (2), 205-218 Downloads View citations (27)

1993

  1. How sensitive are average derivatives?
    Journal of Econometrics, 1993, 58, (1-2), 31-48 Downloads View citations (33)
    See also Working Paper (1992)
 
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