6 citations · 9 across the 4 of their papers we have counts for
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math.ST2009★ 3 cited
Sparse NonGaussian Component Analysis
Elmar Diederichs, Anatoli Juditsky, Vladimir Spokoiny +1
Non-gaussian component analysis (NGCA) introduced in offered a method for high dimensional data analysis allowing for identifying a low-dimensional non-Gaussian component of the wh…
math.ST2009★ 6 cited
A penalized exponential risk bound in parametric estimation
V. Spokoiny
The paper offers a novel unified approach to studying the accuracy of parameter estimation by the quasi likelihood method. Important features of the approach are: (1) The underlyin…
math.ST2009
Exponential bounds for minimum contrast estimators
Yuri Golubev, Vladimir Spokoiny
The paper focuses on general properties of parametric minimum contrast estimators. The quality of estimation is measured in terms of the rate function related to the contrast, thus…