Details about Alexandre B. Tsybakov

Access statistics for papers by Alexandre B. Tsybakov.

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Short-id: pts115

Working Papers

2021

1. High-dimensional instrumental variables regression and confidence sets
   Working Papers, HAL View citations (16)
   Also in Working Papers, Center for Research in Economics and Statistics (2011) View citations (43)

2013

2. Pivotal estimation in high-dimensional regression via linear programming
   Working Papers, HAL View citations (7)
   Also in Papers, arXiv.org (2013) View citations (7)

2012

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

2010

4. Detection Boundary in Sparse Regression
   Working Papers, Center for Research in Economics and Statistics View citations (7)
5. Estimation on High-dimensional Low Rank Matrices
   Working Papers, Center for Research in Economics and Statistics View citations (4)
6. Oracle Inequalities and Optimal Inference under Group Sparsity
   Working Papers, Center for Research in Economics and Statistics View citations (1)

2007

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

1998

8. 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
9. Smooth discrimination analysis
   SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

1996

10. 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)
11. Nonparametric Vector Autoregression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (24)

1995

12. 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 Local polynomial estimators of the volatility function in nonparametric autoregression, Journal of Econometrics, Elsevier (1997) View citations (85) (1997)

1994

13. 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

14. ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries
    Working Papers, Catholique de Louvain - Institut de statistique
15. Efficient Estimation of Monotone Boundaries
    Working Papers, Catholique de Louvain - Institut de statistique View citations (38)
16. Estimation of support of a probability density and estimation of support functionals
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
17. How Sensitive are Average Derivatives?
    Working Papers, Tilburg - Center for Economic Research View citations (1)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1991)
    See also Journal Article How sensitive are average derivatives?, Journal of Econometrics, Elsevier (1993) View citations (43) (1993)
18. Minimax Linewise Algorithm for Image Reconstruction
    Working Papers, Catholique de Louvain - Institut de statistique
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1992)
19. Multidimentional Change-Point Problems and Boundary Estimation
    Working Papers, Catholique de Louvain - Institut de statistique
20. Non Linear ARX-Models: Probabilistic Properties and Consistent Recursive Estimation
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
21. Nonparametric Recursive Variance Estimation
    Working Papers, Catholique de Louvain - Institut de statistique
22. Roott-n Consistent Estimators of Entropy for Densities with Unbounded Support
    Working Papers, Catholique de Louvain - Institut de statistique

1991

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

1990

25. How many terms should be added into an additive model ?
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
26. Remarks on sliced inverse regression
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
27. Robust locally adaptive nonparametric regression
    LIDAM Discussion Papers CORE, 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 View citations (15)

2004

2. Estimating the endpoint of a distribution in the presence of additive observation errors
   Statistics & Probability Letters, 2004, 68, (1), 39-49 View citations (9)

2003

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

2000

4. 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 View citations (10)

1997

5. Local polynomial estimators of the volatility function in nonparametric autoregression
   Journal of Econometrics, 1997, 81, (1), 223-242 View citations (85)
   See also Working Paper Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression, SFB 373 Discussion Papers (1995) View citations (3) (1995)

1995

6. Estimation of Non-sharp Support Boundaries
   Journal of Multivariate Analysis, 1995, 55, (2), 205-218 View citations (28)

1993

7. How sensitive are average derivatives?
   Journal of Econometrics, 1993, 58, (1-2), 31-48 View citations (43)
   See also Working Paper How Sensitive are Average Derivatives?, Working Papers (1992) View citations (1) (1992)