activity
20042024
most citedBandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality

179 citations · 453 across the 17 of their papers we have counts for

collaborators

20 papers

math.PR2024

Optimal single threshold stopping rules and sharp prophet inequalities

Alexander Goldenshluger, Yaakov Malinovsky, Assaf Zeevi

This paper considers a finite horizon optimal stopping problem for a sequence of independent and identically distributed random variables, where the objective is to design stopping…

math.ST2021

Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data

A. Goldenshluger, R. Jacobovic

Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluc…

math.ST2021

Density Deconvolution with Non-Standard Error Distributions: Rates of Convergence and Adaptive Estimation

Alexander Goldenshluger, Taeho Kim

It is a typical standard assumption in the density deconvolution problem that the characteristic function of the measurement error distribution is non-zero on the real line. While…

math.ST2020

Minimax estimation of norms of a probability density: II. Rate-optimal estimation procedures

Alexander Goldenshluger, Oleg Lepski

In this paper we develop rate--optimal estimation procedures in the problem of estimating the --norm, of a probability density from independent observations…

math.ST2020

Minimax estimation of norms of a probability density: I. Lower bounds

Alexander Goldenshluger, Oleg Lepski

The paper deals with the problem of nonparametric estimating the --norm, , of a probability density on , from independent observations. The unk…

math.ST2019

Density deconvolution under general assumptions on the distribution of measurement errors

Denis Belomestny, Alexander Goldenshluger

In this paper we study the problem of density deconvolution under general assumptions on the measurement error distribution. Typically deconvolution estimators are constructed usin…