91 citations · 585 across the 27 of their papers we have counts for
4 papers · 2 filters
Early stopping for statistical inverse problems via truncated SVD estimation
Gilles Blanchard, Marc Hoffmann, Markus Reiß
We consider truncated SVD (or spectral cut-off, projection) estimators for a prototypical statistical inverse problem in dimension . Since calculating the singular value decompo…
Functional estimation and hypothesis testing in nonparametric boundary models
Markus Reiß, Martin Wahl
Consider a Poisson point process with unknown support boundary curve , which forms a prototype of an irregular statistical model. We address the problem of estimating non-linear…
Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence
Markus Bibinger, Nikolaus Hautsch, Peter Malec +1
We propose a new estimator for the spot covariance matrix of a multi-dimensional continuous semi-martingale log asset price process which is subject to noise and non-synchronous ob…
Posterior contraction rates for support boundary recovery
Markus Reiss, Johannes Schmidt-Hieber
Given a sample of a Poisson point process with intensity we study recovery of the boundary function from a nonparametric Bayes perspecti…