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Author ID: wolf.michael.2 Recent zbMATH articles by "Wolf, Michael"
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

Publications by Year

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 1032.62050
Ledoit, Olivier; Wolf, Michael
320
2004
Subsampling. Zbl 0931.62035
Politis, 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 1029.62049
Ledoit, Olivier; Wolf, Michael
139
2002
Nonlinear shrinkage estimation of large-dimensional covariance matrices. Zbl 1274.62371
Ledoit, Olivier; Wolf, Michael
83
2012
Exact and approximate stepdown methods for multiple hypothesis testing. Zbl 1117.62416
Romano, Joseph P.; Wolf, Michael
56
2005
Stepwise multiple testing as formalized data snooping. Zbl 1153.62310
Romano, Joseph P.; Wolf, Michael
51
2005
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions. Zbl 1328.62340
Ledoit, Olivier; Wolf, Michael
31
2015
Control of generalized error rates in multiple testing. Zbl 1127.62063
Romano, Joseph P.; Wolf, Michael
30
2007
A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\). Zbl 0977.62098
Romano, Joseph P.; Wolf, Michael
27
2000
Subsampling inference in threshold autoregressive models. Zbl 1335.62134
Gonzalo, Jesús; Wolf, Michael
25
2005
Subsampling inference in cube root asymptotics with an application to Manski’s maximum score estimator. Zbl 1056.91546
Delgado, Miguel A.; Rodríguez-Poo, Juan M.; Wolf, Michael
23
2001
Subsampling for heteroskedastic time series. Zbl 0904.62059
Politis, D. N.; Romano, Joseph P.; Wolf, Michael
21
1997
Optimal estimation of a large-dimensional covariance matrix under Stein’s loss. Zbl 1415.62032
Ledoit, Olivier; Wolf, Michael
21
2018
Weak convergence of dependent empirical measures with application to subsampling in function spaces. Zbl 0943.60003
Politis, Dimitris; Romano, Joseph P.; Wolf, Michael
16
1999
Control of the false discovery rate under dependence using the bootstrap and subsampling. Zbl 1367.62233
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael
15
2008
On the asymptotic theory of subsampling. Zbl 1006.62019
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
14
2001
Formalized data snooping based on generalized error rates. Zbl 1284.62789
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael
14
2008
Subsampling inference for the mean in the heavy-tailed case. Zbl 1093.62530
Romano, Joseph P.; Wolf, Michael
13
1999
Numerical implementation of the QuEST function. Zbl 1466.62127
Ledoit, Olivier; Wolf, Michael
12
2017
Subsampling the mean of heavy-tailed dependent observations. Zbl 1051.62078
Kokoszka, Piotr; Wolf, Michael
11
2004
A practical two-step method for testing moment inequalities. Zbl 1410.62044
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael
11
2014
Analytical nonlinear shrinkage of large-dimensional covariance matrices. Zbl 1456.62105
Ledoit, Olivier; Wolf, Michael
10
2020
Bootstrap joint prediction regions. Zbl 1325.62069
Wolf, Michael; Wunderli, Dan
9
2015
Testing against ordered alternatives for censored survival data. Zbl 0775.62302
Liu, P. Y.; Green, Stephanie; Wolf, Michael; Crowley, John
8
1993
Resurrecting weighted least squares. Zbl 1443.62205
Romano, Joseph P.; Wolf, Michael
8
2017
Balanced control of generalized error rates. Zbl 1181.62110
Romano, Joseph P.; Wolf, Michael
8
2010
Optimal testing of multiple hypotheses with common effect direction. Zbl 1163.62011
Bittman, Richard M.; Romano, Joseph P.; Vallarino, Carlos; Wolf, Michael
6
2009
Balanced bootstrap joint confidence bands for structural impulse response functions. Zbl 1401.62070
Bruder, Stefan; Wolf, Michael
4
2018
Improved nonparametric confidence intervals in time series regressions. Zbl 1099.62102
Romano, Joseph P.; Wolf, Michael
4
2006
Uniform bounds for Weil-Petersson curvatures. Zbl 1407.30021
Wolf, Michael; Wu, Yunhui
3
2018
Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling. Zbl 1367.62234
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael
3
2008
Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing. Zbl 1384.62056
Romano, Joseph P.; Wolf, Michael
3
2016
Finite sample nonparametric inference and large sample efficiency. Zbl 1105.62341
Romano, Joseph P.; Wolf, Michael
3
2000
Inference for autocorrelations in the possible presence of a unit root. Zbl 1051.62085
Politis, Dimiotris N.; Romano, Joseph P.; Wolf, Michael
2
2004
Remote analysis for brain shift compensation. Zbl 1041.68626
Hastreiter, 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 1476.62108
Ledoit, Olivier; Wolf, Michael
1
2021
Quadratic shrinkage for large covariance matrices. Zbl 07526596
Ledoit, Olivier; Wolf, Michael
1
2022
Quadratic shrinkage for large covariance matrices. Zbl 07526596
Ledoit, Olivier; Wolf, Michael
1
2022
Shrinkage estimation of large covariance matrices: keep it simple, statistician? Zbl 1476.62108
Ledoit, Olivier; Wolf, Michael
1
2021
Analytical nonlinear shrinkage of large-dimensional covariance matrices. Zbl 1456.62105
Ledoit, Olivier; Wolf, Michael
10
2020
Optimal estimation of a large-dimensional covariance matrix under Stein’s loss. Zbl 1415.62032
Ledoit, Olivier; Wolf, Michael
21
2018
Balanced bootstrap joint confidence bands for structural impulse response functions. Zbl 1401.62070
Bruder, Stefan; Wolf, Michael
4
2018
Uniform bounds for Weil-Petersson curvatures. Zbl 1407.30021
Wolf, Michael; Wu, Yunhui
3
2018
Numerical implementation of the QuEST function. Zbl 1466.62127
Ledoit, Olivier; Wolf, Michael
12
2017
Resurrecting weighted least squares. Zbl 1443.62205
Romano, Joseph P.; Wolf, Michael
8
2017
Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing. Zbl 1384.62056
Romano, Joseph P.; Wolf, Michael
3
2016
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions. Zbl 1328.62340
Ledoit, Olivier; Wolf, Michael
31
2015
Bootstrap joint prediction regions. Zbl 1325.62069
Wolf, Michael; Wunderli, Dan
9
2015
A practical two-step method for testing moment inequalities. Zbl 1410.62044
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael
11
2014
Nonlinear shrinkage estimation of large-dimensional covariance matrices. Zbl 1274.62371
Ledoit, Olivier; Wolf, Michael
83
2012
Balanced control of generalized error rates. Zbl 1181.62110
Romano, Joseph P.; Wolf, Michael
8
2010
Optimal testing of multiple hypotheses with common effect direction. Zbl 1163.62011
Bittman, 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 1367.62233
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael
15
2008
Formalized data snooping based on generalized error rates. Zbl 1284.62789
Romano, 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 1367.62234
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael
3
2008
Control of generalized error rates in multiple testing. Zbl 1127.62063
Romano, Joseph P.; Wolf, Michael
30
2007
Improved nonparametric confidence intervals in time series regressions. Zbl 1099.62102
Romano, Joseph P.; Wolf, Michael
4
2006
Exact and approximate stepdown methods for multiple hypothesis testing. Zbl 1117.62416
Romano, Joseph P.; Wolf, Michael
56
2005
Stepwise multiple testing as formalized data snooping. Zbl 1153.62310
Romano, Joseph P.; Wolf, Michael
51
2005
Subsampling inference in threshold autoregressive models. Zbl 1335.62134
Gonzalo, Jesús; Wolf, Michael
25
2005
A well-conditioned estimator for large-dimensional covariance matrices. Zbl 1032.62050
Ledoit, Olivier; Wolf, Michael
320
2004
Subsampling the mean of heavy-tailed dependent observations. Zbl 1051.62078
Kokoszka, Piotr; Wolf, Michael
11
2004
Inference for autocorrelations in the possible presence of a unit root. Zbl 1051.62085
Politis, 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 1029.62049
Ledoit, Olivier; Wolf, Michael
139
2002
Subsampling inference in cube root asymptotics with an application to Manski’s maximum score estimator. Zbl 1056.91546
Delgado, Miguel A.; Rodríguez-Poo, Juan M.; Wolf, Michael
23
2001
On the asymptotic theory of subsampling. Zbl 1006.62019
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
14
2001
Remote analysis for brain shift compensation. Zbl 1041.68626
Hastreiter, 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 0977.62098
Romano, Joseph P.; Wolf, Michael
27
2000
Finite sample nonparametric inference and large sample efficiency. Zbl 1105.62341
Romano, Joseph P.; Wolf, Michael
3
2000
Subsampling. Zbl 0931.62035
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
167
1999
Weak convergence of dependent empirical measures with application to subsampling in function spaces. Zbl 0943.60003
Politis, Dimitris; Romano, Joseph P.; Wolf, Michael
16
1999
Subsampling inference for the mean in the heavy-tailed case. Zbl 1093.62530
Romano, Joseph P.; Wolf, Michael
13
1999
Subsampling for heteroskedastic time series. Zbl 0904.62059
Politis, D. N.; Romano, Joseph P.; Wolf, Michael
21
1997
Testing against ordered alternatives for censored survival data. Zbl 0775.62302
Liu, P. Y.; Green, Stephanie; Wolf, Michael; Crowley, John
8
1993
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

Citations by Year