Edit Profile (opens in new tab) Wolf, Michael Compute Distance To: Compute Author ID: wolf.michael.2 Published as: Wolf, Michael Documents Indexed: 46 Publications since 1978, including 1 Book Co-Authors: 10 Co-Authors with 35 Joint Publications 184 Co-Co-Authors all top 5 Co-Authors 1 single-authored 23 Romano, Joseph P. 9 Ledoit, Olivier 6 Politis, Dimitris Nicolas 5 Shaikh, Azeem M. 2 Crowley, John J. 2 Wu, Yunhui 1 Bangalore, Purushotham V. 1 Bauer, Michael 1 Bittman, Richard M. 1 Bruder, Stefan 1 Delgado, Miguel Ángel 1 Engel, K. 1 Ertl, Thomas 1 Fahlbusch, R. 1 Ganslandt, O. 1 Green, Stephanie J. 1 Greiner, Günther 1 Hastreiter, Peter 1 Kokoszka, Piotr S. 1 Lu, Ziyang 1 Lumsdaine, Andrew 1 McCandless, Brian 1 Nimsky, Ch. 1 Rodríguez-Póo, Juan Manuel 1 Sauer, Gerhard 1 Schnack, Eckart 1 Skjellum, Anthony 1 Soza, Grzegorz 1 Squyres, Jeffrey M. 1 Vallarino, Carlos 1 Voelkel, Joseph O. 1 Wooley, Diane G. 1 Wunderli, Dan all top 5 Serials 6 The Annals of Statistics 4 Journal of Time Series Analysis 3 Journal of Econometrics 3 Journal of Multivariate Analysis 3 Statistics & Probability Letters 2 Econometrica 2 Journal of the American Statistical Association 2 Communications in Statistics. Theory and Methods 2 Test 2 Bernoulli 1 Metrika 1 Biometrika 1 Commentarii Mathematici Helvetici 1 International Journal for Numerical Methods in Engineering 1 Journal of Statistical Planning and Inference 1 Proceedings of the London Mathematical Society. Third Series 1 Finite Elements in Analysis and Design 1 International Journal of Approximate Reasoning 1 Economics Letters 1 Computational Statistics and Data Analysis 1 Statistica Sinica 1 Journal of Nonparametric Statistics 1 Econometric Theory 1 Concurrency and Computation: Practice & Experience 1 Sankhyā. Series A 1 Springer Series in Statistics all top 5 Fields 40 Statistics (62-XX) 6 Probability theory and stochastic processes (60-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Differential geometry (53-XX) 2 Numerical analysis (65-XX) 2 Computer science (68-XX) 2 Mechanics of deformable solids (74-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Mechanics of particles and systems (70-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 37 Publications have been cited 1,109 times in 913 Documents Cited by ▼ Year ▼ A well-conditioned estimator for large-dimensional covariance matrices. Zbl 1032.62050Ledoit, Olivier; Wolf, Michael 320 2004 Subsampling. Zbl 0931.62035Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael 167 1999 Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size. Zbl 1029.62049Ledoit, Olivier; Wolf, Michael 139 2002 Nonlinear shrinkage estimation of large-dimensional covariance matrices. Zbl 1274.62371Ledoit, Olivier; Wolf, Michael 83 2012 Exact and approximate stepdown methods for multiple hypothesis testing. Zbl 1117.62416Romano, Joseph P.; Wolf, Michael 56 2005 Stepwise multiple testing as formalized data snooping. Zbl 1153.62310Romano, Joseph P.; Wolf, Michael 51 2005 Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions. Zbl 1328.62340Ledoit, Olivier; Wolf, Michael 31 2015 Control of generalized error rates in multiple testing. Zbl 1127.62063Romano, Joseph P.; Wolf, Michael 30 2007 A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\). Zbl 0977.62098Romano, Joseph P.; Wolf, Michael 27 2000 Subsampling inference in threshold autoregressive models. Zbl 1335.62134Gonzalo, Jesús; Wolf, Michael 25 2005 Subsampling inference in cube root asymptotics with an application to Manski’s maximum score estimator. Zbl 1056.91546Delgado, Miguel A.; Rodríguez-Poo, Juan M.; Wolf, Michael 23 2001 Subsampling for heteroskedastic time series. Zbl 0904.62059Politis, D. N.; Romano, Joseph P.; Wolf, Michael 21 1997 Optimal estimation of a large-dimensional covariance matrix under Stein’s loss. Zbl 1415.62032Ledoit, Olivier; Wolf, Michael 21 2018 Weak convergence of dependent empirical measures with application to subsampling in function spaces. Zbl 0943.60003Politis, Dimitris; Romano, Joseph P.; Wolf, Michael 16 1999 Control of the false discovery rate under dependence using the bootstrap and subsampling. Zbl 1367.62233Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael 15 2008 On the asymptotic theory of subsampling. Zbl 1006.62019Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael 14 2001 Formalized data snooping based on generalized error rates. Zbl 1284.62789Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael 14 2008 Subsampling inference for the mean in the heavy-tailed case. Zbl 1093.62530Romano, Joseph P.; Wolf, Michael 13 1999 Numerical implementation of the QuEST function. Zbl 1466.62127Ledoit, Olivier; Wolf, Michael 12 2017 Subsampling the mean of heavy-tailed dependent observations. Zbl 1051.62078Kokoszka, Piotr; Wolf, Michael 11 2004 A practical two-step method for testing moment inequalities. Zbl 1410.62044Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael 11 2014 Analytical nonlinear shrinkage of large-dimensional covariance matrices. Zbl 1456.62105Ledoit, Olivier; Wolf, Michael 10 2020 Bootstrap joint prediction regions. Zbl 1325.62069Wolf, Michael; Wunderli, Dan 9 2015 Testing against ordered alternatives for censored survival data. Zbl 0775.62302Liu, P. Y.; Green, Stephanie; Wolf, Michael; Crowley, John 8 1993 Resurrecting weighted least squares. Zbl 1443.62205Romano, Joseph P.; Wolf, Michael 8 2017 Balanced control of generalized error rates. Zbl 1181.62110Romano, Joseph P.; Wolf, Michael 8 2010 Optimal testing of multiple hypotheses with common effect direction. Zbl 1163.62011Bittman, Richard M.; Romano, Joseph P.; Vallarino, Carlos; Wolf, Michael 6 2009 Balanced bootstrap joint confidence bands for structural impulse response functions. Zbl 1401.62070Bruder, Stefan; Wolf, Michael 4 2018 Improved nonparametric confidence intervals in time series regressions. Zbl 1099.62102Romano, Joseph P.; Wolf, Michael 4 2006 Uniform bounds for Weil-Petersson curvatures. Zbl 1407.30021Wolf, Michael; Wu, Yunhui 3 2018 Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling. Zbl 1367.62234Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael 3 2008 Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing. Zbl 1384.62056Romano, Joseph P.; Wolf, Michael 3 2016 Finite sample nonparametric inference and large sample efficiency. Zbl 1105.62341Romano, Joseph P.; Wolf, Michael 3 2000 Inference for autocorrelations in the possible presence of a unit root. Zbl 1051.62085Politis, Dimiotris N.; Romano, Joseph P.; Wolf, Michael 2 2004 Remote analysis for brain shift compensation. Zbl 1041.68626Hastreiter, P.; Engel, K.; Soza, G.; Bauer, M.; Wolf, M.; Ganslandt, O.; Fahlbusch, R.; Greiner, G.; Ertl, T.; Nimsky, Ch. 1 2001 Shrinkage estimation of large covariance matrices: keep it simple, statistician? Zbl 1476.62108Ledoit, Olivier; Wolf, Michael 1 2021 Quadratic shrinkage for large covariance matrices. Zbl 07526596Ledoit, Olivier; Wolf, Michael 1 2022 Quadratic shrinkage for large covariance matrices. Zbl 07526596Ledoit, Olivier; Wolf, Michael 1 2022 Shrinkage estimation of large covariance matrices: keep it simple, statistician? Zbl 1476.62108Ledoit, Olivier; Wolf, Michael 1 2021 Analytical nonlinear shrinkage of large-dimensional covariance matrices. Zbl 1456.62105Ledoit, Olivier; Wolf, Michael 10 2020 Optimal estimation of a large-dimensional covariance matrix under Stein’s loss. Zbl 1415.62032Ledoit, Olivier; Wolf, Michael 21 2018 Balanced bootstrap joint confidence bands for structural impulse response functions. Zbl 1401.62070Bruder, Stefan; Wolf, Michael 4 2018 Uniform bounds for Weil-Petersson curvatures. Zbl 1407.30021Wolf, Michael; Wu, Yunhui 3 2018 Numerical implementation of the QuEST function. Zbl 1466.62127Ledoit, Olivier; Wolf, Michael 12 2017 Resurrecting weighted least squares. Zbl 1443.62205Romano, Joseph P.; Wolf, Michael 8 2017 Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing. Zbl 1384.62056Romano, Joseph P.; Wolf, Michael 3 2016 Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions. Zbl 1328.62340Ledoit, Olivier; Wolf, Michael 31 2015 Bootstrap joint prediction regions. Zbl 1325.62069Wolf, Michael; Wunderli, Dan 9 2015 A practical two-step method for testing moment inequalities. Zbl 1410.62044Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael 11 2014 Nonlinear shrinkage estimation of large-dimensional covariance matrices. Zbl 1274.62371Ledoit, Olivier; Wolf, Michael 83 2012 Balanced control of generalized error rates. Zbl 1181.62110Romano, Joseph P.; Wolf, Michael 8 2010 Optimal testing of multiple hypotheses with common effect direction. Zbl 1163.62011Bittman, Richard M.; Romano, Joseph P.; Vallarino, Carlos; Wolf, Michael 6 2009 Control of the false discovery rate under dependence using the bootstrap and subsampling. Zbl 1367.62233Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael 15 2008 Formalized data snooping based on generalized error rates. Zbl 1284.62789Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael 14 2008 Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling. Zbl 1367.62234Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael 3 2008 Control of generalized error rates in multiple testing. Zbl 1127.62063Romano, Joseph P.; Wolf, Michael 30 2007 Improved nonparametric confidence intervals in time series regressions. Zbl 1099.62102Romano, Joseph P.; Wolf, Michael 4 2006 Exact and approximate stepdown methods for multiple hypothesis testing. Zbl 1117.62416Romano, Joseph P.; Wolf, Michael 56 2005 Stepwise multiple testing as formalized data snooping. Zbl 1153.62310Romano, Joseph P.; Wolf, Michael 51 2005 Subsampling inference in threshold autoregressive models. Zbl 1335.62134Gonzalo, Jesús; Wolf, Michael 25 2005 A well-conditioned estimator for large-dimensional covariance matrices. Zbl 1032.62050Ledoit, Olivier; Wolf, Michael 320 2004 Subsampling the mean of heavy-tailed dependent observations. Zbl 1051.62078Kokoszka, Piotr; Wolf, Michael 11 2004 Inference for autocorrelations in the possible presence of a unit root. Zbl 1051.62085Politis, Dimiotris N.; Romano, Joseph P.; Wolf, Michael 2 2004 Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size. Zbl 1029.62049Ledoit, Olivier; Wolf, Michael 139 2002 Subsampling inference in cube root asymptotics with an application to Manski’s maximum score estimator. Zbl 1056.91546Delgado, Miguel A.; Rodríguez-Poo, Juan M.; Wolf, Michael 23 2001 On the asymptotic theory of subsampling. Zbl 1006.62019Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael 14 2001 Remote analysis for brain shift compensation. Zbl 1041.68626Hastreiter, P.; Engel, K.; Soza, G.; Bauer, M.; Wolf, M.; Ganslandt, O.; Fahlbusch, R.; Greiner, G.; Ertl, T.; Nimsky, Ch. 1 2001 A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\). Zbl 0977.62098Romano, Joseph P.; Wolf, Michael 27 2000 Finite sample nonparametric inference and large sample efficiency. Zbl 1105.62341Romano, Joseph P.; Wolf, Michael 3 2000 Subsampling. Zbl 0931.62035Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael 167 1999 Weak convergence of dependent empirical measures with application to subsampling in function spaces. Zbl 0943.60003Politis, Dimitris; Romano, Joseph P.; Wolf, Michael 16 1999 Subsampling inference for the mean in the heavy-tailed case. Zbl 1093.62530Romano, Joseph P.; Wolf, Michael 13 1999 Subsampling for heteroskedastic time series. Zbl 0904.62059Politis, D. N.; Romano, Joseph P.; Wolf, Michael 21 1997 Testing against ordered alternatives for censored survival data. Zbl 0775.62302Liu, P. Y.; Green, Stephanie; Wolf, Michael; Crowley, John 8 1993 all cited Publications top 5 cited Publications all top 5 Cited by 1,485 Authors 15 Romano, Joseph P. 15 Wolf, Michael 13 Politis, Dimitris Nicolas 10 Bodnar, Taras 10 Zheng, Shurong 9 Bai, Zhi-Dong 8 Ledoit, Olivier 8 Pan, Guangming 8 Shaikh, Azeem M. 8 Wu, Wei Biao 7 McElroy, Tucker S. 7 Roquain, Étienne 7 Tian, Zheng 6 Bickel, Peter John 6 Hu, Jiang 6 Kreiß, Jens-Peter 6 Kubokawa, Tatsuya 6 Lim, Johan 6 Linton, Oliver Bruce 6 Steland, Ansgar 6 von Rosen, Dietrich 6 Xu, Xingzhong 5 Chen, Songxi 5 Chen, Zhanshou 5 Choi, Young-Geun 5 Hall, Peter Gavin 5 Jiang, Dandan 5 Kapetanios, George 5 Levina, Elizaveta 5 Li, Weiming 5 Mao, Guangyu 5 Parolya, Nestor R. 5 Paterlini, Sandra 5 Shao, Xiaofeng 5 Simar, Léopold 5 Smeekes, Stephan 5 Srivastava, Muni Shanker 5 Torokhti, Anatoli P. 5 van Wieringen, Wessel N. 5 Wasserman, Larry Alan 5 Yao, Jianfeng 4 Arlot, Sylvain 4 Baltagi, Badi H. 4 Blanchard, Gilles 4 Butucea, Cristina 4 Chen, Xiaohong 4 Chernozhukov, Victor 4 Dickhaus, Thorsten 4 El Karoui, Noureddine 4 Guo, Wenge 4 Howlett, Phil G. 4 Jiang, Tiefeng 4 Kao, Chihwa 4 Lahiri, Soumendra Nath 4 Liu, Baisen 4 Lugosi, Gábor 4 Okhrin, Yarema 4 Paparoditis, Efstathios 4 Patton, Andrew J. 4 Sarkar, Sanat Kumar 4 Schmid, Wolfgang 4 von Sachs, Rainer 4 White, Halbert Lynn jun. 4 Xu, Kai 4 Yuan, Ming 4 Zheng, Xinghua 3 Albert, Mélisande 3 Alfonzo, Miguel 3 Anatolyev, Stanislav 3 Andrews, Donald Wilfrid Kao 3 Ayyala, Deepak Nag 3 Banerjee, Moulinath 3 Banerjee, Sayantan 3 Bartroff, Jay 3 Biau, Gérard 3 Bouchaud, Jean-Philippe 3 Bugni, Federico A. 3 Bühlmann, Peter 3 Cai, Tony Tony 3 Caner, Mehmet 3 Chung, Eunyi 3 Couillet, Romain 3 Drton, Mathias 3 Fang, Jianglin 3 Farné, Matteo 3 Fisher, Thomas J. 3 Frahm, Gabriel 3 Fromont, Magalie 3 Fujikoshi, Yasunori 3 Ghosal, Subhashis 3 Goeman, Jelle J. 3 Guggenberger, Patrik 3 Gupta, Arjun Kumar 3 Hanck, Christoph 3 Jin, Hao 3 Katayama, Shota 3 Kondor, Imre 3 La Rocca, Michele 3 Li, Bo 3 Lin, Zhengyan ...and 1,385 more Authors all top 5 Cited in 158 Serials 94 The Annals of Statistics 90 Journal of Econometrics 78 Journal of Multivariate Analysis 51 Computational Statistics and Data Analysis 39 Journal of Statistical Planning and Inference 36 Statistics & Probability Letters 33 Electronic Journal of Statistics 25 Econometric Theory 23 Bernoulli 19 Communications in Statistics. Theory and Methods 16 Economics Letters 14 Journal of the American Statistical Association 14 Quantitative Finance 13 Econometric Reviews 12 Statistical Science 12 Communications in Statistics. Simulation and Computation 11 European Journal of Operational Research 11 Journal of Statistical Computation and Simulation 10 Statistics and Computing 8 Test 8 Statistical Papers 7 Biometrics 7 Statistics 7 Annals of Operations Research 7 Journal of Applied Statistics 7 Journal of the Korean Statistical Society 7 AStA. Advances in Statistical Analysis 7 The Annals of Applied Statistics 6 Scandinavian Journal of Statistics 6 Computational Statistics 6 Stochastic Processes and their Applications 6 Journal of Nonparametric Statistics 6 Journal of Computational and Graphical Statistics 6 Random Matrices: Theory and Applications 5 Metrika 5 Annals of the Institute of Statistical Mathematics 5 Journal of Time Series Analysis 5 Journal of Economic Dynamics & Control 5 Neural Computation 5 Computational Geosciences 4 Journal of Machine Learning Research (JMLR) 4 Sankhyā. Series A 3 Lithuanian Mathematical Journal 3 Psychometrika 3 Operations Research 3 Machine Learning 3 The Annals of Applied Probability 3 Linear Algebra and its Applications 3 Mathematical Problems in Engineering 3 Extremes 3 Statistical Inference for Stochastic Processes 3 Advances in Data Analysis and Classification. ADAC 3 Science China. Mathematics 3 Annals of Finance 3 Journal of Econometric Methods 2 Applied Mathematics and Computation 2 Biometrical Journal 2 Mathematics and Computers in Simulation 2 Journal of Classification 2 Probability Theory and Related Fields 2 International Journal of Approximate Reasoning 2 Signal Processing 2 Computational Economics 2 Mathematical Methods of Statistics 2 International Journal of Computer Vision 2 Soft Computing 2 International Journal of Theoretical and Applied Finance 2 Optimization and Engineering 2 Asia-Pacific Financial Markets 2 Computational Management Science 2 Statistical Methods and Applications 2 Journal of Statistical Mechanics: Theory and Experiment 2 Statistical Methodology 2 Computational & Mathematical Methods in Medicine 2 Journal of Statistical Theory and Practice 2 SIAM Journal on Financial Mathematics 1 The Canadian Journal of Statistics 1 Discrete Mathematics 1 Indian Journal of Pure & Applied Mathematics 1 Inverse Problems 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Linear and Multilinear Algebra 1 Mathematical Biosciences 1 Physics Reports 1 Bulletin of Mathematical Biology 1 Acta Mathematica Vietnamica 1 Automatica 1 BIT 1 Econometrica 1 Hiroshima Mathematical Journal 1 Information Sciences 1 International Economic Review 1 Journal of Approximation Theory 1 Journal of Computational and Applied Mathematics 1 Le Matematiche 1 Metron 1 Numerical Functional Analysis and Optimization 1 SIAM Journal on Numerical Analysis 1 Mathematical Social Sciences ...and 58 more Serials all top 5 Cited in 28 Fields 821 Statistics (62-XX) 123 Probability theory and stochastic processes (60-XX) 115 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 113 Numerical analysis (65-XX) 45 Linear and multilinear algebra; matrix theory (15-XX) 34 Operations research, mathematical programming (90-XX) 27 Computer science (68-XX) 25 Biology and other natural sciences (92-XX) 16 Combinatorics (05-XX) 11 Information and communication theory, circuits (94-XX) 9 Geophysics (86-XX) 5 Systems theory; control (93-XX) 3 Approximations and expansions (41-XX) 3 Functional analysis (46-XX) 3 Operator theory (47-XX) 2 Differential geometry (53-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 History and biography (01-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Algebraic topology (55-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Mathematics education (97-XX) Citations by Year