55 citations · 79 across the 4 of their papers we have counts for
6 papers
Pointwise adaptive estimation for robust and quantile regression
Markus Reiss, Yves Rozenholc, Charles-Andre Cuenod
A nonparametric procedure for robust regression estimation and for quantile regression is proposed which is completely data-driven and adapts locally to the regularity of the regre…
Nonlinear estimation for linear inverse problems with error in the operator
Marc Hoffmann, Markus Reiss
We study two nonlinear methods for statistical linear inverse problems when the operator is not known. The two constructions combine Galerkin regularization and wavelet thresholdin…
Nonparametric estimation for Lévy processes from low-frequency observations
Michael H. Neumann, Markus Reiss
We suppose that a Lévy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the Lévy-…
Asymptotic equivalence for nonparametric regression with multivariate and random design
Markus Reiß
We show that nonparametric regression is asymptotically equivalent in Le Cam's sense with a sequence of Gaussian white noise experiments as the number of observations tends to infi…
Discretisation of stochastic control problems for continuous time dynamics with delay
Markus Fischer, Markus Reiss
As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising…
Nonparametric estimation of scalar diffusions based on low frequency data
Emmanuel Gobet, Marc Hoffmann, Markus Reiss
We study the problem of estimating the coefficients of a diffusion (X_t,t\geq 0); the estimation is based on discrete data X_{nΔ},n=0,1,...,N. The sampling frequency Δ^{-1} is cons…