38 citations · 92 across the 3 of their papers we have counts for
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math.ST2008★ 18 cited
Statistics of extremes by oracle estimation
Ion Grama, Vladimir Spokoiny
We use the fitted Pareto law to construct an accompanying approximation of the excess distribution function. A selection rule of the location of the excess distribution function is…
math.ST2007★ 36 cited
Spatial aggregation of local likelihood estimates with applications to classification
Denis Belomestny, Vladimir Spokoiny
This paper presents a new method for spatially adaptive local (constant) likelihood estimation which applies to a broad class of nonparametric models, including the Gaussian, Poiss…
math.ST2007★ 38 cited
A new algorithm for estimating the effective dimension-reduction subspace
Arnak Dalalyan, Anatoly Juditsky, Vladimir Spokoiny
The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is considere…