All Research Papers Published In electronic journal of statistics

Two-sample covariance inference in high-dimensional elliptical models

A note on the limit theorems for hitting times of path-dependent functionals of Itô semimartingales

Accurate FWER control for Gaussian related fields: Riding the SuRF to continuous land

Uniform Bahadur representation of the backfitting estimator for additive quantile models and its applications

Multiscale detection of practically significant changes in a gradually varying time series

Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience

Analysis of the expected L2 error of an over-parametrized deep neural network estimate learned by gradient descent without regularization

Exact recovery in the double sparse model: Sufficient and necessary signal conditions

Lower bounds for nonparametric estimation of ordinary differential equations

Statistical learning on measures: An application to persistence diagrams