Wolf, Michael

Compute Distance To:
 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
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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
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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
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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)

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