5 citations · 13 across the 12 of their papers we have counts for
14 papers
Nonparametric two sample test of spectral densities
Ilaria Nadin, Tatyana Krivobokova, Farida Enikeeva
A novel nonparametric test for the equality of the covariance matrices of two Gaussian stationary processes, possibly of different lengths, is proposed. The test translates to test…
Nonparametric spectral density estimation using interactive mechanisms under local differential privacy
Cristina Butucea, Karolina Klockmann, Tatyana Krivobokova
We study the problem of estimating the spectral density of a centered stationary Gaussian time series under local differential privacy constraints. Specifically, we propose new int…
An extended latent factor framework for ill-posed linear regression
Gianluca Finocchio, Tatyana Krivobokova
In many applications, particularly in the natural sciences, the available high-dimensional set of features may contain variables that are not correlated with the response under con…
On Second-Order Statistics of the Log-Average Periodogram for Gaussian Processes
Karolina Klockmann, Tatyana Krivobokova
We present an approximate expression for the covariance of the log-average periodogram for a zero mean stationary Gaussian process. Our findings extend the work of [1] on the covar…
Efficient nonparametric estimation of Toeplitz covariance matrices
Karolina Klockmann, Tatyana Krivobokova
A new nonparametric estimator for Toeplitz covariance matrices is proposed. This estimator is based on a data transformation that translates the problem of Toeplitz covariance matr…
Uniformly Valid Inference Based on the Lasso in Linear Mixed Models
Peter Kramlinger, Ulrike Schneider, Tatyana Krivobokova
Linear mixed models (LMMs) are suitable for clustered data and are common in biometrics, medicine, survey statistics and many other fields. In those applications, it is essential t…
Threshold Selection in Univariate Extreme Value Analysis
Laura Fee Schneider, Andrea Krajina, Tatyana Krivobokova
Threshold selection plays a key role for various aspects of statistical inference of rare events. Most classical approaches tackling this problem for heavy-tailed distributions cru…
Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
Peter Kramlinger, Tatyana Krivobokova, Stefan Sperlich
In spite of its high practical relevance, cluster specific multiple inference for linear mixed model predictors has hardly been addressed so far. While marginal inference for popul…
Adaptive Non-parametric Estimation of Mean and Autocovariance in Regression with Dependent Errors
Tatyana Krivobokova, Paulo Serra, Francisco Rosales +1
Gaussian processes that can be decomposed into a smooth mean function and a stationary autocorrelated noise process are considered and a fully automatic nonparametric method to sim…
Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions
Fabian Dunker, Stephan Klasen, Tatyana Krivobokova
Ratio of medians or other suitable quantiles of two distributions is widely used in medical research to compare treatment and control groups or in economics to compare various econ…
Kernel partial least squares for stationary data
Marco Singer, Tatyana Krivobokova, Axel Munk
We consider the kernel partial least squares algorithm for non-parametric regression with stationary dependent data. Probabilistic convergence rates of the kernel partial least squ…
A unified framework for spline estimators
Katsiaryna Schwarz, Tatyana Krivobokova
This article develops a unified framework to study the asymptotic properties of all periodic spline-based estimators, that is, of regression, penalized and smoothing splines. The e…
Partial least squares for dependent data
Marco Singer, Tatyana Krivobokova, Bert L. de Groot +1
The partial least squares algorithm for dependent data realisations is considered. Consequences of ignoring the dependence for the algorithm performance are studied both theoretica…
Adaptive empirical Bayesian smoothing splines
Paulo Serra, Tatyana Krivobokova
In this paper we develop and study adaptive empirical Bayesian smoothing splines. These are smoothing splines with both smoothing parameter and penalty order determined via the emp…