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math.ST2019
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…
math.ST2018
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…
math.ST2015
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…