activity
20122025
most citedFinite sample analysis of profile M-estimation in the Single Index model

5 citations · 8 across the 6 of their papers we have counts for

collaborators

7 papers

math.OC2025

Real-time Optimization of Transport Chains for Single Wagon Load Railway Transport

Carsten Moldenhauer, Philipp Germann, Cedric Heimhofer +2

The freight branch of the Swiss national railways, SBB Cargo, offers customers to ship single or few wagons within its wagon load transportation system (WLV). In this system, wagon…

math.ST2015★ 2 cited

Two convergence results for an alternation maximization procedure

Andreas Andresen, Vladimir Spokoiny

Andresen and Spokoiny's (2013) ``critical dimension in semiparametric estimation`` provide a technique for the finite sample analysis of profile M-estimators. This paper uses very…

math.ST2014

A note on critical dimensions in profile semiparametric estimation

Andreas Andresen

This paper complements the results of Andresen et. al "Critical dimension in profile semiparametric estimation" (2014) on profile estimators in semiparametric models. We present tw…

math.ST2014★ 1 cited

A result on the bias of sieve profile estimators

Andreas Andresen

We show how to control the bias of a sieve type profile estimator under natural conditions on the Hessian of the expected contrast functional.

math.ST2014★ 5 cited

Finite sample analysis of profile M-estimation in the Single Index model

Andreas Andresen

We apply the results of Andresen A. and Spokoiny V. on profile M-estimators and the alternating maximization procedure to analyse a sieve profile quasi maximum likelihood estimator…

math.ST2013

Critical dimension in profile semiparametric estimation

Andreas Andresen, Vladimir Spokoiny

This paper revisits the classical inference results for profile quasi maximum likelihood estimators (profile MLE) in the semiparametric estimation problem. We mainly focus on two p…

math.PR2012

Large deviations for Hilbert space valued Wiener processes: a sequence space approach

Andreas Andresen, Peter Imkeller, Nicolas Perkowski

Ciesielski's isomorphism between the space of alpha-Hölder continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation princ…