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05/20/2022
Estimation of smooth functionals of covariance operators: jackknife bias reduction and bounds in terms of effective rank
Let E be a separable Banach space and let X, X_1,…, X_n, … be i.i.d. Gau...
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07/31/2021
Functional estimation in log-concave location families
Let {P_θ:θ∈ℝ^d} be a log-concave location family with P_θ(dx)=e^-V(x-θ)d...
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11/07/2020
Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation
Let X^(n) be an observation sampled from a distribution P_θ^(n) with an ...
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12/18/2019
Estimation of Smooth Functionals in Normal Models: Bias Reduction and Asymptotic Efficiency
Let X_1,..., X_n be i.i.d. random variables sampled from a normal distri...
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10/05/2018
Efficient Estimation of Smooth Functionals in Gaussian Shift Models
We study a problem of estimation of smooth functionals of parameter θ o...
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10/25/2017
Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators
Let X be a centered Gaussian random variable in a separable Hilbert spac...
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04/15/2016
Estimation of low rank density matrices: bounds in Schatten norms and other distances
Let S_m be the set of all m× m density matrices (Hermitian positively s...
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11/29/2010