2 citations · 3 across the 5 of their papers we have counts for
6 papers
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis
Max Berger, Philipp Hermann, Hajo Holzmann
We derive optimal rates of convergence in the supremum norm for estimating the Hölder-smooth mean function of a stochastic process which is repeatedly and discretely observed with…
Bounded support in linear random coefficient models: Identification and variable selection
Philipp Hermann, Hajo Holzmann
We consider linear random coefficient regression models, where the regressors are allowed to have a finite support. First, we investigate identifiability, and show that the means a…
Support estimation in high-dimensional heteroscedastic mean regression
Philipp Hermann, Hajo Holzmann
A current strand of research in high-dimensional statistics deals with robustifying the available methodology with respect to deviations from the pervasive light-tail assumptions.…
Negative interest rates: why and how?
Jozef Kiselak, Philipp Hermann, Milan Stehlik
The interest rates (or nominal yields) can be negative, this is an unavoidable fact which has already been visible during the Great Depression (1929-39). Nowadays we can find negat…
Optimal design, financial and risk modelling with stochastic processes having semicontinuous covariances
Milan Stehlik, Christian Helpersdorfer, Philipp Hermann
A.N. Kolmogorov proposed several problems on stochastic processes, which has been rarely addressed later on. One of the open problems are stochastic processes with discontinuous co…
Letter to the Editor of Annals of Applied Statistics
Milan Stehlik, Philipp Hermann
This is "Letter to the Editor" of Annals of Applied Statistics, addressing the paper by Goerg G. M. (2011) "Lambert W random variables-a new family of generalized skewed distributi…