Vladimir Spokoiny

26 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2040-3427

Humboldt-Universität zu Berlin

Publications

• Structure-adaptive Manifold Estimation — Journal of Machine Learning Research 2022 (name-matched, not ORCID-linked)
• Bootstrap tuning in Gaussian ordered model selection — The Annals of Statistics 2019
• Convergence of an Alternating Maximization Procedure — Journal of Machine Learning Research 2016
• Bootstrap confidence sets under model misspecification — The Annals of Statistics 2015
• Parametric estimation. Finite sample theory — The Annals of Statistics 2012
• Multiscale local change point detection with applications to value-at-risk — The Annals of Statistics 2009
• A New Algorithm for Estimating the Effective Dimension-Reduction Subspace — Journal of Machine Learning Research 2008
• Statistics of extremes by oracle estimation — The Annals of Statistics 2008
• Spatial aggregation of local likelihood estimates with applications to classification — The Annals of Statistics 2007
• In Search of Non-Gaussian Components of a High-Dimensional Distribution — Journal of Machine Learning Research 2006
• Component Identification and Estimation in Nonlinear High-Dimensional Regression Models by Structural Adaptation — Journal of the American Statistical Association 2005
• Statistical inference for time-inhomogeneous volatility models — The Annals of Statistics 2004
• Image denoising: pointwise adaptive approach — The Annals of Statistics 2003
• An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models — Journal of the American Statistical Association 2002
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative — Econometrica 2001
• Structure Adaptive Approach for Dimension Reduction — The Annals of Statistics 2001
• Multiscale Testing of Qualitative Hypotheses — The Annals of Statistics 2001
• Direct estimation of the index coefficient in a single-index model — The Annals of Statistics 2001
• Structural Tests in Additive Regression — Journal of the American Statistical Association 2001
• Adaptive drift estimation for nonparametric diffusion model — The Annals of Statistics 2000
• Adaptive weights smoothing with applications to image restoration — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2000
• Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice — The Annals of Statistics 1998
• Optimal pointwise adaptive methods in nonparametric estimation — The Annals of Statistics 1997
• Semiparametric single index versus fixed link function modelling — The Annals of Statistics 1997
• Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors — The Annals of Statistics 1997
• Adaptive hypothesis testing using wavelets — The Annals of Statistics 1996