79 citations · 280 across the 39 of their papers we have counts for
3 papers · 2 filters
Limiting properties of monotone rearrangements of estimators when the truth is flat
Holger Dette, Marius Kroll, Stanislav Volgushev
Monotone rearrangements provide a simple way to enforce shape constraints of an estimator, but existing distributional theory does not cover flat regions, where the target induces…
Adaptivity of the NPMLE to finitely discrete mixing distributions in Gaussian/Poisson mixtures
Yan Zhang, Stanislav Volgushev
We study the nonparametric maximum likelihood estimator (NPMLE) for Gaussian and Poisson mixture models, assuming the support of the true mixing distribution lies in a fixed bounde…
Empirical tail dependence functions in high dimensions: uniform linearizations and inference
Axel Bücher, Yeonjoon Choi, Katharina Effertz +1
The analysis of extremal dependence in high dimensions is a key challenge in modern extreme-value statistics. Existing methodology primarily focuses on modeling and estimation of e…