3 papers
math.ST2025
Finite sample expansions and risk bounds in high-dimensional SLS models
Vladimir Spokoiny
This note extends the results of classical parametric statistics like Fisher and Wilks theorem to modern setups with a high or infinite parameter dimension, limited sample size, an…
math.ST2025
Semiparametric plug-in estimation, sup-norm risk bounds, marginal optimization, and inference in BTL model
Vladimir Spokoiny
The recent paper \cite{GSZ2023} on estimation and inference for top-ranking problem in Bradley-Terry-Lice (BTL) model presented a surprising result: component-wise estimation and i…
math.ST2025
Estimation and inference in error-in-operator model
Vladimir Spokoiny
Many statistical problems can be reduced to a linear inverse problem in which only a noisy version of the operator is available. Particular examples include random design regressio…