Edit Profile (opens in new tab) Spokoiny, Vladimir G. Compute Distance To: Compute Author ID: spokoiny.vladimir-g Published as: Spokoiny, Vladimir; Spokoiny, V. G.; Spokoiny, V.; Spokoiny, Vladimir G.; Spokoĭnyĭ, V. G.; Spokoǐnyj, V. G. more...less Documents Indexed: 110 Publications since 1988, including 3 Books 2 Contributions as Editor Co-Authors: 96 Co-Authors with 93 Joint Publications 2,467 Co-Co-Authors all top 5 Co-Authors 18 single-authored 7 Härdle, Wolfgang Karl 6 Lepskiĭ, Oleg Vital’evich 6 Polzehl, Jörg 5 Belomestny, Denis 5 Juditsky, Anatoli B. 4 Liptser, Robert 4 Milstein, Grigori N. 4 Naumov, Alekseĭ Aleksandrovich 4 Schoenmakers, John G. M. 4 Shiryaev, Al’bert Nikolaevich 4 Suvorikova, Alexandra 4 Ul’yanov, Vladimir Vasil’evich 3 Burnaev, E. V. 3 Chen, Ying 3 Müller, Klaus-Robert 3 Nesterov, Yurii 3 Wang, Weining 2 Andresen, Andreas 2 Blanchard, Gilles 2 Čížek, Pavel 2 Diederichs, Elmar 2 Goldenshluger, Alexander 2 Golubev, Yuriĭ K. 2 Grama, Ion G. 2 Horowitz, Joel L. 2 Hristache, Marian 2 Kawanabe, Motoaki 2 Kutoyants, Yury A. 2 Nemirovski, Arkadi S. 2 Panov, Maxim E. 2 Puchkin, Nikita 2 Sperlich, Stefan 2 Sugiyama, Masashi 2 Vial, Céline 2 Zaitsev, A. A. 1 Adamyan, Larisa 1 Bachoc, François 1 Baldin, Nikolay 1 Bayer, Christian 1 Berdychevski, Anatoly 1 Birgé, Lucien 1 Borodin, Andreĭ Nikolaevich 1 Dahlhaus, Rainer 1 Dalalyan, Arnak S. 1 Dickhaus, Thorsten 1 Didas, Stephan 1 Dümbgen, Lutz 1 Dvurechensky, Pavel E. 1 Ebert, Johannes Felix 1 Efimov, Kirill 1 Elagin, Mstislav 1 Ermakov, Mikhaĭl Sergeevich 1 Fan, Jianqing 1 Franke, Jürgen 1 Gach, Florian 1 Gasnikov, Alexander V. 1 Ginsbourger, David 1 Giurcanu, Mihai C. 1 Götze, Friedrich 1 Hager, Paul P. 1 Halim, Siana 1 Horna Uaraka, L. A. 1 Ibragimov, Il’dar Abdullovich 1 Johnstone, Iain Murray 1 Katkovnik, Vladimir Ya. 1 Korostelev, Alexander P. 1 Kroshnin, Alexey 1 Lifshits, Mikhail A. 1 Lin, Liang-Ching 1 Loubes, Jean-Michel 1 Malyutov, Mikhail B. 1 Mammen, Enno 1 Mercurio, Danilo 1 Mrázek, Pavel 1 Neumann, Michael H. 1 Nickl, Richard 1 Nikitin, Yakov Yu. 1 Pan, Guangming 1 Pigato, Paolo 1 Pilyugin, Sergeĭ Yur’evich 1 Puhalskii, Anatolii A. 1 Schütte, Christof 1 Silin, Igor 1 Steidl, Gabriele 1 Stepanova, Natalia A. 1 Subba Rao, Suhasini 1 Tadjuidje-Kamgaing, Joseph 1 Tavyrikov, Yu. E. 1 Tsybakov, Alexandre B. 1 Veretennikov, Alexander Yu. 1 Weickert, Joachim 1 Willrich, Niklas 1 Zaitsev, Andrei Yu. 1 Zaytsev, A. A. 1 Zharkynbay, Bakhyt 1 Zhilova, M. M. 1 Zhilova, Mayya all top 5 Serials 18 The Annals of Statistics 6 Mathematical Methods of Statistics 4 Probability Theory and Related Fields 4 Bernoulli 4 Journal of Machine Learning Research (JMLR) 4 Electronic Journal of Statistics 3 IEEE Transactions on Information Theory 3 Journal of the American Statistical Association 3 Stochastics and Stochastics Reports 3 Journal of Mathematical Sciences (New York) 2 Russian Mathematical Surveys 2 Theory of Probability and its Applications 2 Journal of Statistical Planning and Inference 2 Statistics & Probability Letters 2 Automation and Remote Control 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Doklady Mathematics 2 Communications in Mathematical Sciences 2 Oberwolfach Reports 2 Springer Texts in Statistics 1 Uspekhi Matematicheskikh Nauk [N. S.] 1 Econometrica 1 Journal of Computational and Applied Mathematics 1 Journal of Multivariate Analysis 1 Journal of Optimization Theory and Applications 1 Statistics & Decisions 1 Statistics 1 Machine Learning 1 IEEE Transactions on Signal Processing 1 The Annals of Applied Probability 1 Computational Mathematics and Mathematical Physics 1 Stochastic Processes and their Applications 1 Statistica Sinica 1 Buletinul Academiei de Științe a Republicii Moldova. Matematica 1 Electronic Journal of Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Markov Processes and Related Fields 1 The Econometrics Journal 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Statistical Inference for Stochastic Processes 1 Econometric Theory 1 Quantitative Finance 1 Foundations of Computational Mathematics 1 Proceedings of the Steklov Institute of Mathematics 1 Advanced Series on Statistical Science & Applied Probability 1 SIAM Journal on Financial Mathematics 1 Bayesian Analysis all top 5 Fields 94 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 12 Numerical analysis (65-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Computer science (68-XX) 5 Operations research, mathematical programming (90-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Information and communication theory, circuits (94-XX) 3 General and overarching topics; collections (00-XX) 3 Systems theory; control (93-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Integral transforms, operational calculus (44-XX) 1 History and biography (01-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 85 Publications have been cited 1,345 times in 1,004 Documents Cited by ▼ Year ▼ An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative. Zbl 1017.62012Horowitz, Joel L.; Spokoiny, Vladimir G. 130 2001 Direct estimation of the index coefficient in a single-index model. Zbl 1012.62043Hristache, Marian; Juditsky, Anatoli; Spokoiny, Vladimir 123 2001 Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors. Zbl 0885.62044Lepski, O. V.; Mammen, E.; Spokoiny, V. G. 94 1997 Adaptive hypothesis testing using wavelets. Zbl 0898.62056Spokoiny, V. G. 90 1996 Multiscale testing of qualitative hypotheses. Zbl 1029.62070Dümbgen, Lutz; Spokoiny, Vladimir G. 77 2001 Optimal pointwise adaptive methods in nonparametric estimation. Zbl 0894.62041Lepski, O. V.; Spokoiny, V. G. 69 1997 Random gradient-free minimization of convex functions. Zbl 1380.90220Nesterov, Yurii; Spokoiny, Vladimir 68 2017 Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative. Zbl 0946.62050Lepski, Oleg V.; Spokoiny, Vladimir G. 43 1999 Statistical inference for time-inhomogeneous volatility models. Zbl 1091.62103Mercurio, Danilo; Spokoiny, Vladimir 40 2004 Structure adaptive approach for dimension reduction. Zbl 1043.62052Hristache, Marian; Juditsky, Anatoli; Polzehl, Jörg; Spokoiny, Vladimir 37 2001 Multiscale local change point detection with applications to value-at-risk. Zbl 1160.62084Spokoiny, Vladimir 28 2009 Propagation-separation approach for local likelihood estimation. Zbl 1089.62033Polzehl, Jörg; Spokoiny, Vladimir 27 2006 On estimation of the \(L_r\) norm of a regression function. Zbl 0921.62103Lepski, O.; Nemirovski, A.; Spokoiny, V. 26 1999 Parametric estimation. Finite sample theory. Zbl 1296.62051Spokoiny, Vladimir 23 2012 An adaptive, rate-optimal test of linearity for median regression models. Zbl 1048.62050Horowitz, Joel L.; Spokoiny, Vladimir G. 23 2002 Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. Zbl 0934.62037Spokoiny, V. G. 22 1998 On large-deviation efficiency in statistical inference. Zbl 0954.62006Puhalskii, Anatolii; Spokoiny, Vladimir 20 1998 Image denoising: Pointwise adaptive approach. Zbl 1018.62047Polzehl, Jörg; Spokoiny, Vladimir 19 2003 Adaptive and spatially adaptive testing of a nonparametric hypothesis. Zbl 1103.62345Spokoiny, V. G. 18 1998 Variance estimation for high-dimensional regression models. Zbl 1010.62033Spokoiny, Vladimir 17 2002 Bootstrap confidence sets under model misspecification. Zbl 1327.62179Spokoiny, Vladimir; Zhilova, Mayya 15 2015 Statistical experiments and decisions. Asymptotic theory. Zbl 0967.62002Shiryaev, A. N.; Spokoiny, V. G. 14 2000 Deviation probability bound for martingales with applications to statistical estimation. Zbl 0953.62080Liptser, R.; Spokoiny, V. 14 2000 Adaptive drift estimation for nonparametric diffusion model. Zbl 1105.62330Spokoiny, Vladimir G. 13 2000 A new algorithm for estimating the effective dimension-reduction subspace. Zbl 1225.62091Dalalyan, Arnak S.; Juditsky, Anatoly; Spokoiny, Vladimir 13 2008 Transition density estimation for stochastic differential equations via forward-reverse representations. Zbl 1085.62098Milstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir 13 2004 Local quantile regression. Zbl 1279.62098Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl 12 2013 Finite sample Bernstein-von Mises theorem for semiparametric problems. Zbl 1335.62057Panov, Maxim; Spokoiny, Vladimir 12 2015 Spatial aggregation of local likelihood estimates with applications to classification. Zbl 1126.62021Belomestny, Denis; Spokoiny, Vladimir 12 2007 On sequential estimation of an autoregressive parameter. Zbl 0877.62077Shiryaev, A. N.; Spokoiny, V. G. 11 1997 Parameter tuning in pointwise adaptation using a propagation approach. Zbl 1173.62028Spokoiny, Vladimir; Vial, Céline 11 2009 On the efficiency of wavelet estimators under arbitrary error distributions. Zbl 0845.62034Neumann, M. H.; Spokoiny, V. G. 11 1995 Structural tests in additive regression. Zbl 1051.62036Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir 11 2001 Statistics of extremes by oracle estimation. Zbl 1282.62131Grama, Ion; Spokoiny, Vladimir 10 2008 On the shape-from-moments problem and recovering edges from noisy Radon data. Zbl 1035.62001Goldenshluger, A.; Spokoiny, V. 10 2004 Semiparametric single index versus fixed link function modelling. Zbl 0869.62033Härdle, W.; Spokoiny, V.; Sperlich, S. 9 1997 Bootstrap confidence sets for spectral projectors of sample covariance. Zbl 1420.62073Naumov, Alexey; Spokoiny, Vladimir; Ulyanov, Vladimir 8 2019 In search of non-Gaussian components of a high-dimensional distribution. Zbl 1222.62009Blanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; Spokoiny, Vladimir; Müller, Klaus-Robert 8 2006 Regression methods in pricing American and Bermudan options using consumption processes. Zbl 1169.91338Belomestny, Denis; Milstein, Grigori; Spokoiny, Vladimir 7 2009 Portfolio value at risk based on independent component analysis. Zbl 1117.91379Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir 7 2007 Data-driven testing the fit of linear models. Zbl 1006.62043Spokoiny, V. 6 2001 Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. Zbl 1231.91484Čížek, P.; Härdle, W.; Spokoiny, V. 6 2009 Spatially adaptive density estimation by localised Haar projections. Zbl 1355.62009Gach, Florian; Nickl, Richard; Spokoiny, Vladimir 6 2013 Moderate deviations type evaluation for integral functionals of diffusion processes. Zbl 0932.60030Liptser, R.; Spokoiny, V. 6 1999 On estimating a dynamic function of a stochastic system with averaging. Zbl 0982.62070Liptser, R.; Spokoiny, V. 5 2000 Structural adaptive smoothing by propagation-separation methods. Zbl 1145.68559Polzehl, Jörg; Spokoiny, Vladimir 5 2008 On the efficiency of a randomized mirror descent algorithm in online optimization problems. Zbl 1350.90027Gasnikov, A. V.; Nesterov, Yu. E.; Spokoiny, V. G. 5 2015 Confidence estimation of the covariance function of stationary and locally stationary processes. Zbl 1063.62118Giurcanu, Mihai; Spokoiny, Vladimir 5 2004 Component identification and estimation in nonlinear high-dimensional regression models by structural adaptation. Zbl 1117.62419Samarov, Alexander; Spokoiny, Vladimir; Vial, Celine 5 2005 Statistical inference for Bures-Wasserstein barycenters. Zbl 1476.60051Kroshnin, Alexey; Spokoiny, Vladimir; Suvorikova, Alexandra 5 2021 Critical dimension in profile semiparametric estimation. Zbl 1308.62031Andresen, Andreas; Spokoiny, Vladimir 4 2014 Varying coefficient GARCH models. Zbl 1178.91157Čížek, Pavel; Spokoiny, Vladimir 4 2009 Large ball probabilities, Gaussian comparison and anti-concentration. Zbl 1428.62187Götze, Friedrich; Naumov, Alexey; Spokoiny, Vladimir; Ulyanov, Vladimir 4 2019 Properties of the posterior distribution of a regression model based on Gaussian random fields. Zbl 1303.62033Zaitsev, A. A.; Burnaev, E. V.; Spokoiny, V. G. 4 2013 Spatially adaptive estimation via fitted local likelihood techniques. Zbl 1390.94240Katkovnik, Vladimir; Spokoiny, Vladimir 4 2008 An adaptive multiclass nearest neighbor classifier. Zbl 1440.62250Puchkin, Nikita; Spokoiny, Vladimir 3 2020 Exponential bounds for minimum contrast estimators. Zbl 1326.62050Golubev, Yuri; Spokoiny, Vladimir 3 2009 Local adaptation to inhomogeneous smoothness: Resolution level. Zbl 0836.62030Lepskij, O. V.; Spokoiny, V. G. 3 1995 Forward and reverse representations for Markov chains. Zbl 1116.62083Milstein, G. N.; Schoenmakers, J. G. M.; Spokoiny, V. 3 2007 Basics of modern mathematical statistics. Zbl 1401.62006Spokoiny, Vladimir; Dickhaus, Thorsten 3 2015 Sharp deviation bounds for quadratic forms. Zbl 1273.60033Spokoiny, V.; Zhilova, M. 3 2013 Convergence of an alternating maximization procedure. Zbl 1360.62082Andresen, Andreas; Spokoiny, Vladimir 3 2016 Elements of statistical inference in 2-Wasserstein space. Zbl 1445.62097Ebert, Johannes; Spokoiny, Vladimir; Suvorikova, Alexandra 2 2019 Nonasymptotic estimates for the closeness of Gaussian measures on balls. Zbl 1420.60050Naumov, A. A.; Spokoiny, V. G.; Tavyrikov, Yu. E.; Ulyanov, V. V. 2 2018 Confidence sets for spectral projectors of covariance matrices. Zbl 1409.62148Naumov, A. A.; Spokoiny, V. G.; Ulyanov, V. V. 2 2018 The Bernstein-von Mises theorem for regression based on Gaussian processes. Zbl 1411.60032Burnaev, E. V.; Zaĭtsev, A. A.; Spokoĭnyĭ, V. G. 2 2013 Properties of the Bayesian parameter estimation of a regression based on Gaussian processes. Zbl 1310.62092Zaytsev, A. A.; Burnaev, E. V.; Spokoiny, V. G. 2 2014 Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu. 2 2002 Penalized maximum likelihood estimation and effective dimension. Zbl 1421.62021Spokoiny, Vladimir 2 2017 On asymptotically optimal sequential experimental design. Zbl 0796.62064Spokoĭnyĭ, V. G. 2 1992 Primal-dual methods for solving infinite-dimensional games. Zbl 1327.90108Dvurechensky, Pavel; Nesterov, Yurii; Spokoiny, Vladimir 2 2015 Pareto approximation of the tail by local exponential modeling. Zbl 1122.62035Grama, Ion; Spokoiny, Vladimir 2 2007 Functional and dynamic magnetic resonance imaging using vector adaptive weights smoothing. Zbl 1112.62323Polzehl, Jörg; Spokoiny, Vladimir G. 2 2001 Sparse non Gaussian component analysis by semidefinite programming. Zbl 1273.68297Diederichs, Elmar; Juditsky, Anatoli; Nemirovski, Arkadi; Spokoiny, Vladimir 2 2013 Adaptive nonparametric clustering. Zbl 1432.62181Efimov, Kirill; Adamyan, Larisa; Spokoiny, Vladimir 1 2019 Sparse non-Gaussian component analysis. Zbl 1366.62116Diederichs, Elmar; Juditsky, Anatoli; Spokoiny, Vladimir; Schütte, Christof 1 2010 Optimal stopping via reinforced regression. Zbl 1440.60032Belomestny, Denis; Schoenmakers, John; Spokoiny, Vladimir; Zharkynbay, Bakhyt 1 2020 Efficient estimation and experimental design for controlled systems. Asymptotic approach. Zbl 0834.93052Spokoiny, V. G. 1 1994 Critical dimension in the semiparametric Bernstein-von Mises theorem. Zbl 1326.62078Panov, Maxim E.; Spokoiny, Vladimir G. 1 2014 Bayesian inference for spectral projectors of the covariance matrix. Zbl 1406.62064Silin, Igor; Spokoiny, Vladimir 1 2018 Exact asymptotics of minimax Bahadur risk in Lipschitz regression. Zbl 0897.62045Korostelev, A. P.; Spokoiny, V. G. 1 1996 Lower bounds of minimax risk in estimation problems without LAN condition. Zbl 0749.62017Spokoiny, V. G. 1 1992 Asymptotic properties of the maximum likelihood estimators under random normalization for a first order autoregressive model. Zbl 0809.62072Shiryaev, A. N.; Spokoiny, V. G. 1 1993 Recovering convex edges of an image from noisy tomographic data. Zbl 1309.94030Goldenshluger, Alexander; Spokoiny, Vladimir 1 2006 Optimal choice of observation window for Poisson observations. Zbl 0940.62075Kutoyants, Yury A.; Spokoiny, Vladimir 1 1999 Statistical inference for Bures-Wasserstein barycenters. Zbl 1476.60051Kroshnin, Alexey; Spokoiny, Vladimir; Suvorikova, Alexandra 5 2021 An adaptive multiclass nearest neighbor classifier. Zbl 1440.62250Puchkin, Nikita; Spokoiny, Vladimir 3 2020 Optimal stopping via reinforced regression. Zbl 1440.60032Belomestny, Denis; Schoenmakers, John; Spokoiny, Vladimir; Zharkynbay, Bakhyt 1 2020 Bootstrap confidence sets for spectral projectors of sample covariance. Zbl 1420.62073Naumov, Alexey; Spokoiny, Vladimir; Ulyanov, Vladimir 8 2019 Large ball probabilities, Gaussian comparison and anti-concentration. Zbl 1428.62187Götze, Friedrich; Naumov, Alexey; Spokoiny, Vladimir; Ulyanov, Vladimir 4 2019 Elements of statistical inference in 2-Wasserstein space. Zbl 1445.62097Ebert, Johannes; Spokoiny, Vladimir; Suvorikova, Alexandra 2 2019 Adaptive nonparametric clustering. Zbl 1432.62181Efimov, Kirill; Adamyan, Larisa; Spokoiny, Vladimir 1 2019 Nonasymptotic estimates for the closeness of Gaussian measures on balls. Zbl 1420.60050Naumov, A. A.; Spokoiny, V. G.; Tavyrikov, Yu. E.; Ulyanov, V. V. 2 2018 Confidence sets for spectral projectors of covariance matrices. Zbl 1409.62148Naumov, A. A.; Spokoiny, V. G.; Ulyanov, V. V. 2 2018 Bayesian inference for spectral projectors of the covariance matrix. Zbl 1406.62064Silin, Igor; Spokoiny, Vladimir 1 2018 Random gradient-free minimization of convex functions. Zbl 1380.90220Nesterov, Yurii; Spokoiny, Vladimir 68 2017 Penalized maximum likelihood estimation and effective dimension. Zbl 1421.62021Spokoiny, Vladimir 2 2017 Convergence of an alternating maximization procedure. Zbl 1360.62082Andresen, Andreas; Spokoiny, Vladimir 3 2016 Bootstrap confidence sets under model misspecification. Zbl 1327.62179Spokoiny, Vladimir; Zhilova, Mayya 15 2015 Finite sample Bernstein-von Mises theorem for semiparametric problems. Zbl 1335.62057Panov, Maxim; Spokoiny, Vladimir 12 2015 On the efficiency of a randomized mirror descent algorithm in online optimization problems. Zbl 1350.90027Gasnikov, A. V.; Nesterov, Yu. E.; Spokoiny, V. G. 5 2015 Basics of modern mathematical statistics. Zbl 1401.62006Spokoiny, Vladimir; Dickhaus, Thorsten 3 2015 Primal-dual methods for solving infinite-dimensional games. Zbl 1327.90108Dvurechensky, Pavel; Nesterov, Yurii; Spokoiny, Vladimir 2 2015 Critical dimension in profile semiparametric estimation. Zbl 1308.62031Andresen, Andreas; Spokoiny, Vladimir 4 2014 Properties of the Bayesian parameter estimation of a regression based on Gaussian processes. Zbl 1310.62092Zaytsev, A. A.; Burnaev, E. V.; Spokoiny, V. G. 2 2014 Critical dimension in the semiparametric Bernstein-von Mises theorem. Zbl 1326.62078Panov, Maxim E.; Spokoiny, Vladimir G. 1 2014 Local quantile regression. Zbl 1279.62098Spokoiny, Vladimir; Wang, Weining; Härdle, Wolfgang Karl 12 2013 Spatially adaptive density estimation by localised Haar projections. Zbl 1355.62009Gach, Florian; Nickl, Richard; Spokoiny, Vladimir 6 2013 Properties of the posterior distribution of a regression model based on Gaussian random fields. Zbl 1303.62033Zaitsev, A. A.; Burnaev, E. V.; Spokoiny, V. G. 4 2013 Sharp deviation bounds for quadratic forms. Zbl 1273.60033Spokoiny, V.; Zhilova, M. 3 2013 The Bernstein-von Mises theorem for regression based on Gaussian processes. Zbl 1411.60032Burnaev, E. V.; Zaĭtsev, A. A.; Spokoĭnyĭ, V. G. 2 2013 Sparse non Gaussian component analysis by semidefinite programming. Zbl 1273.68297Diederichs, Elmar; Juditsky, Anatoli; Nemirovski, Arkadi; Spokoiny, Vladimir 2 2013 Parametric estimation. Finite sample theory. Zbl 1296.62051Spokoiny, Vladimir 23 2012 Sparse non-Gaussian component analysis. Zbl 1366.62116Diederichs, Elmar; Juditsky, Anatoli; Spokoiny, Vladimir; Schütte, Christof 1 2010 Multiscale local change point detection with applications to value-at-risk. Zbl 1160.62084Spokoiny, Vladimir 28 2009 Parameter tuning in pointwise adaptation using a propagation approach. Zbl 1173.62028Spokoiny, Vladimir; Vial, Céline 11 2009 Regression methods in pricing American and Bermudan options using consumption processes. Zbl 1169.91338Belomestny, Denis; Milstein, Grigori; Spokoiny, Vladimir 7 2009 Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models. Zbl 1231.91484Čížek, P.; Härdle, W.; Spokoiny, V. 6 2009 Varying coefficient GARCH models. Zbl 1178.91157Čížek, Pavel; Spokoiny, Vladimir 4 2009 Exponential bounds for minimum contrast estimators. Zbl 1326.62050Golubev, Yuri; Spokoiny, Vladimir 3 2009 A new algorithm for estimating the effective dimension-reduction subspace. Zbl 1225.62091Dalalyan, Arnak S.; Juditsky, Anatoly; Spokoiny, Vladimir 13 2008 Statistics of extremes by oracle estimation. Zbl 1282.62131Grama, Ion; Spokoiny, Vladimir 10 2008 Structural adaptive smoothing by propagation-separation methods. Zbl 1145.68559Polzehl, Jörg; Spokoiny, Vladimir 5 2008 Spatially adaptive estimation via fitted local likelihood techniques. Zbl 1390.94240Katkovnik, Vladimir; Spokoiny, Vladimir 4 2008 Spatial aggregation of local likelihood estimates with applications to classification. Zbl 1126.62021Belomestny, Denis; Spokoiny, Vladimir 12 2007 Portfolio value at risk based on independent component analysis. Zbl 1117.91379Chen, Ying; Härdle, Wolfgang; Spokoiny, Vladimir 7 2007 Forward and reverse representations for Markov chains. Zbl 1116.62083Milstein, G. N.; Schoenmakers, J. G. M.; Spokoiny, V. 3 2007 Pareto approximation of the tail by local exponential modeling. Zbl 1122.62035Grama, Ion; Spokoiny, Vladimir 2 2007 Propagation-separation approach for local likelihood estimation. Zbl 1089.62033Polzehl, Jörg; Spokoiny, Vladimir 27 2006 In search of non-Gaussian components of a high-dimensional distribution. Zbl 1222.62009Blanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; Spokoiny, Vladimir; Müller, Klaus-Robert 8 2006 Recovering convex edges of an image from noisy tomographic data. Zbl 1309.94030Goldenshluger, Alexander; Spokoiny, Vladimir 1 2006 Component identification and estimation in nonlinear high-dimensional regression models by structural adaptation. Zbl 1117.62419Samarov, Alexander; Spokoiny, Vladimir; Vial, Celine 5 2005 Statistical inference for time-inhomogeneous volatility models. Zbl 1091.62103Mercurio, Danilo; Spokoiny, Vladimir 40 2004 Transition density estimation for stochastic differential equations via forward-reverse representations. Zbl 1085.62098Milstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir 13 2004 On the shape-from-moments problem and recovering edges from noisy Radon data. Zbl 1035.62001Goldenshluger, A.; Spokoiny, V. 10 2004 Confidence estimation of the covariance function of stationary and locally stationary processes. Zbl 1063.62118Giurcanu, Mihai; Spokoiny, Vladimir 5 2004 Image denoising: Pointwise adaptive approach. Zbl 1018.62047Polzehl, Jörg; Spokoiny, Vladimir 19 2003 An adaptive, rate-optimal test of linearity for median regression models. Zbl 1048.62050Horowitz, Joel L.; Spokoiny, Vladimir G. 23 2002 Variance estimation for high-dimensional regression models. Zbl 1010.62033Spokoiny, Vladimir 17 2002 Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu. 2 2002 An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative. Zbl 1017.62012Horowitz, Joel L.; Spokoiny, Vladimir G. 130 2001 Direct estimation of the index coefficient in a single-index model. Zbl 1012.62043Hristache, Marian; Juditsky, Anatoli; Spokoiny, Vladimir 123 2001 Multiscale testing of qualitative hypotheses. Zbl 1029.62070Dümbgen, Lutz; Spokoiny, Vladimir G. 77 2001 Structure adaptive approach for dimension reduction. Zbl 1043.62052Hristache, Marian; Juditsky, Anatoli; Polzehl, Jörg; Spokoiny, Vladimir 37 2001 Structural tests in additive regression. Zbl 1051.62036Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir 11 2001 Data-driven testing the fit of linear models. Zbl 1006.62043Spokoiny, V. 6 2001 Functional and dynamic magnetic resonance imaging using vector adaptive weights smoothing. Zbl 1112.62323Polzehl, Jörg; Spokoiny, Vladimir G. 2 2001 Statistical experiments and decisions. Asymptotic theory. Zbl 0967.62002Shiryaev, A. N.; Spokoiny, V. G. 14 2000 Deviation probability bound for martingales with applications to statistical estimation. Zbl 0953.62080Liptser, R.; Spokoiny, V. 14 2000 Adaptive drift estimation for nonparametric diffusion model. Zbl 1105.62330Spokoiny, Vladimir G. 13 2000 On estimating a dynamic function of a stochastic system with averaging. Zbl 0982.62070Liptser, R.; Spokoiny, V. 5 2000 Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative. Zbl 0946.62050Lepski, Oleg V.; Spokoiny, Vladimir G. 43 1999 On estimation of the \(L_r\) norm of a regression function. Zbl 0921.62103Lepski, O.; Nemirovski, A.; Spokoiny, V. 26 1999 Moderate deviations type evaluation for integral functionals of diffusion processes. Zbl 0932.60030Liptser, R.; Spokoiny, V. 6 1999 Optimal choice of observation window for Poisson observations. Zbl 0940.62075Kutoyants, Yury A.; Spokoiny, Vladimir 1 1999 Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice. Zbl 0934.62037Spokoiny, V. G. 22 1998 On large-deviation efficiency in statistical inference. Zbl 0954.62006Puhalskii, Anatolii; Spokoiny, Vladimir 20 1998 Adaptive and spatially adaptive testing of a nonparametric hypothesis. Zbl 1103.62345Spokoiny, V. G. 18 1998 Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors. Zbl 0885.62044Lepski, O. V.; Mammen, E.; Spokoiny, V. G. 94 1997 Optimal pointwise adaptive methods in nonparametric estimation. Zbl 0894.62041Lepski, O. V.; Spokoiny, V. G. 69 1997 On sequential estimation of an autoregressive parameter. Zbl 0877.62077Shiryaev, A. N.; Spokoiny, V. G. 11 1997 Semiparametric single index versus fixed link function modelling. Zbl 0869.62033Härdle, W.; Spokoiny, V.; Sperlich, S. 9 1997 Adaptive hypothesis testing using wavelets. Zbl 0898.62056Spokoiny, V. G. 90 1996 Exact asymptotics of minimax Bahadur risk in Lipschitz regression. Zbl 0897.62045Korostelev, A. P.; Spokoiny, V. G. 1 1996 On the efficiency of wavelet estimators under arbitrary error distributions. Zbl 0845.62034Neumann, M. H.; Spokoiny, V. G. 11 1995 Local adaptation to inhomogeneous smoothness: Resolution level. Zbl 0836.62030Lepskij, O. V.; Spokoiny, V. G. 3 1995 Efficient estimation and experimental design for controlled systems. Asymptotic approach. Zbl 0834.93052Spokoiny, V. G. 1 1994 Asymptotic properties of the maximum likelihood estimators under random normalization for a first order autoregressive model. Zbl 0809.62072Shiryaev, A. N.; Spokoiny, V. G. 1 1993 On asymptotically optimal sequential experimental design. Zbl 0796.62064Spokoĭnyĭ, V. G. 2 1992 Lower bounds of minimax risk in estimation problems without LAN condition. Zbl 0749.62017Spokoiny, V. G. 1 1992 all cited Publications top 5 cited Publications all top 5 Cited by 1,415 Authors 43 Spokoiny, Vladimir G. 18 Munk, Axel 17 Lepskiĭ, Oleg Vital’evich 16 Gasnikov, Alexander V. 12 Juditsky, Anatoli B. 12 Tsybakov, Alexandre B. 11 Cai, Tony Tony 11 Fan, Jianqing 11 Gao, Jiti 11 Goldenshluger, Alexander 11 Härdle, Wolfgang Karl 11 Laurent, Béatrice 11 Patilea, Valentin 11 Zhu, Lixing 9 Davies, Patrick Laurie 9 Dvurechensky, Pavel E. 9 Konev, Victor 9 Low, Mark G. 9 Miao, Yu 9 Sapatinas, Theofanis 9 Sperlich, Stefan 8 Belomestny, Denis 8 Ermakov, Mikhaĭl Sergeevich 8 Grama, Ion G. 8 Ingster, Yuriĭ Izmaĭlovich 8 Nemirovski, Arkadi S. 7 Butucea, Cristina 7 Dalalyan, Arnak S. 7 Dümbgen, Lutz 7 Horowitz, Joel L. 7 Kolchinskiĭ, Vladimir I’ich 7 Nickl, Richard 7 Pouet, Christophe F. 7 Schoenmakers, John G. M. 7 Song, Kyungchul 6 Carpentier, Alexandra 6 Escanciano, Juan Carlos 6 Galtchouk, Leonid I. 6 Hall, Peter Gavin 6 Lee, Sokbae 6 Meister, Alexander 6 Milstein, Grigori N. 6 Picard, Dominique B. 6 Reiß, Markus 6 Vieu, Philippe 6 Walther, Günther 6 Wang, Qiying 6 Xue, Liugen 6 Zhang, Riquan 5 Autin, Florent 5 Bach, Francis R. 5 Collier, Olivier 5 Kato, Kengo 5 Kerkyacharian, Gérard 5 Linton, Oliver Bruce 5 Marteau, Clément 5 Pensky, Marianna 5 Suslina, Irina A. 5 Van Keilegom, Ingrid 5 Verzelen, Nicolas 5 Wang, Zhaojun 5 Xia, Yingcun 5 Zhilova, Mayya 5 Zhou, Zhou 5 Zou, Changliang 4 Abramovich, Felix P. 4 Akritas, Michael G. 4 Armstrong, Timothy B. 4 Baraud, Yannick 4 Chen, Songxi 4 Chen, Ying 4 Chetverikov, Denis 4 Dette, Holger 4 Durot, Cécile 4 Dvinskikh, Darina 4 Ferraty, Frédéric 4 Fromont, Magalie 4 Gijbels, Irène 4 Guerre, Emmanuel 4 Holzmann, Hajo 4 Huet, Sylvie 4 Klebaner, Fima C. 4 Klutchnikoff, Nicolas 4 Kovac, Arne 4 Li, Housen 4 Li, Qi 4 Liptser, Robert 4 Liu, Quansheng 4 Lu, Xuewen 4 Mammen, Enno 4 Naumov, Alekseĭ Aleksandrovich 4 Nordhausen, Klaus 4 Rigollet, Philippe 4 Rohde, Angelika 4 Scheinberg, Katya 4 Sen, Bodhisattva 4 Serdyukova, Nora A. 4 Tan, Zhongquan 4 Ul’yanov, Vladimir Vasil’evich 4 Vogt, Michael P. ...and 1,315 more Authors all top 5 Cited in 172 Serials 144 The Annals of Statistics 55 Journal of Econometrics 55 Electronic Journal of Statistics 48 Bernoulli 36 Journal of Statistical Planning and Inference 35 Journal of Multivariate Analysis 32 Computational Statistics and Data Analysis 29 Econometric Theory 27 Statistics & Probability Letters 27 Journal of Nonparametric Statistics 23 Communications in Statistics. Theory and Methods 19 Mathematical Methods of Statistics 16 Annals of the Institute of Statistical Mathematics 12 Stochastic Processes and their Applications 11 Statistics 11 Probability Theory and Related Fields 11 Test 11 Journal of Mathematical Sciences (New York) 11 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 10 Sequential Analysis 10 SIAM Journal on Optimization 9 Scandinavian Journal of Statistics 9 Automatica 9 Journal of the American Statistical Association 9 Journal of Statistical Computation and Simulation 8 Communications in Statistics. Simulation and Computation 8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 7 Automation and Remote Control 7 Statistical Papers 7 Statistical Inference for Stochastic Processes 6 Metrika 6 Statistical Science 6 Computational Statistics 6 Journal of the Royal Statistical Society. Series B. Statistical Methodology 6 The Annals of Applied Statistics 6 Statistics and Computing 5 The Annals of Probability 5 Journal of Optimization Theory and Applications 5 Econometric Reviews 5 Mathematical Programming. Series A. Series B 5 Journal of Systems Science and Complexity 5 Comptes Rendus. Mathématique. Académie des Sciences, Paris 5 Journal of the Korean Statistical Society 4 The Canadian Journal of Statistics 4 Machine Learning 4 Economics Letters 4 The Annals of Applied Probability 4 Statistica Sinica 4 Doklady Mathematics 4 Extremes 4 Quantitative Finance 4 Journal of Machine Learning Research (JMLR) 4 Science China. Mathematics 4 Journal of Computational and Graphical Statistics 3 Theory of Probability and its Applications 3 Biometrics 3 Journal of Computational and Applied Mathematics 3 Insurance Mathematics & Economics 3 Constructive Approximation 3 Applied and Computational Harmonic Analysis 3 INFORMS Journal on Computing 3 The Econometrics Journal 3 Journal of Applied Statistics 3 Foundations of Computational Mathematics 3 International Journal of Wavelets, Multiresolution and Information Processing 3 Statistical Methodology 3 AStA. Advances in Statistical Analysis 3 Sankhyā. Series A 3 Bayesian Analysis 3 Mathematical Statistics and Learning 2 Advances in Applied Probability 2 Problems of Information Transmission 2 Operations Research Letters 2 Acta Mathematicae Applicatae Sinica. English Series 2 Journal of Complexity 2 Journal of Scientific Computing 2 Computational Mathematics and Mathematical Physics 2 Journal of Mathematical Imaging and Vision 2 Computational Optimization and Applications 2 SIAM Journal on Scientific Computing 2 Applied Mathematics. Series B (English Edition) 2 Journal of Inverse and Ill-Posed Problems 2 Annals of Mathematics and Artificial Intelligence 2 Finance and Stochastics 2 Optimization Methods & Software 2 Australian & New Zealand Journal of Statistics 2 Discrete and Continuous Dynamical Systems. Series B 2 Statistical Modelling 2 Stochastics 2 Optimization Letters 2 Inverse Problems and Imaging 2 Journal of Statistical Theory and Practice 2 Statistics Surveys 2 Journal of Econometric Methods 1 Artificial Intelligence 1 Computers & Mathematics with Applications 1 International Journal of Control 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal ...and 72 more Serials all top 5 Cited in 30 Fields 858 Statistics (62-XX) 165 Probability theory and stochastic processes (60-XX) 164 Numerical analysis (65-XX) 73 Operations research, mathematical programming (90-XX) 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 38 Computer science (68-XX) 26 Harmonic analysis on Euclidean spaces (42-XX) 25 Systems theory; control (93-XX) 24 Information and communication theory, circuits (94-XX) 14 Functional analysis (46-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 10 Approximations and expansions (41-XX) 10 Biology and other natural sciences (92-XX) 9 Ordinary differential equations (34-XX) 6 Operator theory (47-XX) 5 Partial differential equations (35-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Dynamical systems and ergodic theory (37-XX) 3 General and overarching topics; collections (00-XX) 3 Combinatorics (05-XX) 3 Quantum theory (81-XX) 2 Real functions (26-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Geophysics (86-XX) 1 History and biography (01-XX) 1 Associative rings and algebras (16-XX) 1 Functions of a complex variable (30-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year