61 citations · 174 across the 27 of their papers we have counts for
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math.ST2021
Bounds in Wasserstein distance on the normal approximation of general M-estimators
François Bachoc, Max Fathi
We derive quantitative bounds on the rate of convergence in Wasserstein distance of general M-estimators, with an almost sharp (up to a logarithmic term) behavior in the numb…
math.ST2020
Relaxing the Gaussian assumption in Shrinkage and SURE in high dimension
Max Fathi, Larry Goldstein, Gesine Reinert +1
Shrinkage estimation is a fundamental tool of modern statistics, pioneered by Charles Stein upon his discovery of the famous paradox involving the multivariate Gaussian. A large po…