66 citations · 81 across the 6 of their papers we have counts for
7 papers
New Edgeworth-type expansions with finite sample guarantees
Mayya Zhilova
We establish higher-order nonasymptotic expansions for a difference between probability distributions of sums of i.i.d. random vectors in a Euclidean space. The derived bounds are…
Estimation of Smooth Functionals in Normal Models: Bias Reduction and Asymptotic Efficiency
Vladimir Koltchinskii, Mayya Zhilova
Let be i.i.d. random variables sampled from a normal distribution in with unknown parameter $θ=(μ,Σ)\in Θ:={\mathbb R}^d\times {\mathcal C…
Efficient Estimation of Smooth Functionals in Gaussian Shift Models
Vladimir Koltchinskii, Mayya Zhilova
We study a problem of estimation of smooth functionals of parameter of Gaussian shift model where is a separable Banach space and is an observatio…
Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap
Mayya Zhilova
We study accuracy of bootstrap procedures for estimation of quantiles of a smooth function of a sum of independent sub-Gaussian random vectors. We establish higher-order approximat…
Simultaneous likelihood-based bootstrap confidence sets for a large number of models
Mayya Zhilova
The paper studies a problem of constructing simultaneous likelihood-based confidence sets. We consider a simultaneous multiplier bootstrap procedure for estimating the quantiles of…
Bootstrap confidence sets under model misspecification
Vladimir Spokoiny, Mayya Zhilova
A multiplier bootstrap procedure for construction of likelihood-based confidence sets is considered for finite samples and a possible model misspecification. Theoretical results ju…
Sharp deviation bounds for quadratic forms
Vladimir Spokoiny
This note presents sharp inequalities for deviation probability of a general quadratic form of a random vector \(\xiv\) with finite exponential moments. The obtained deviation boun…