RICHARD NICKL
University Lecturer
Department of Pure Mathematics and Mathematical Statistics
Fellow of Queens’ College
Email: r.nickl@statslab.cam.ac.uk
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RICHARD NICKL University Lecturer Department of Pure Mathematics and Mathematical Statistics Fellow of Queens’ College Email: r.nickl@statslab.cam.ac.uk |
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Research: My research is primarily about the mathematical theory of statistics, in particular about statistical inference when the parameter space of interest is infinite-dimensional, as is the case in a large variety of fundamental statistical estimation problems, such as density estimation or other problems of statistical function estimation. The mathematics involved in my work is at the interface of statistics, probability theory, functional analysis, and approximation theory.
Preprints
[20] A Donsker Theorem for Lévy Measures. (with M. Reiß)
[19] Adaptive Confidence Sets in L_2. (with A. Bull).
Publications:
[18] Spatially Adaptive Density Estimation by Localised Haar Projections. (with F. Gach and V. Spokoiny), Annales de l’Institut Henri Poincaré (Probab. Statist.), to appear.
[17] Concentration Inequalities and Confidence Bands for Needlet Density Estimators on Compact Homogeneous Manifolds. (with G. Kerkyacharian and D. Picard). Probability Theory and Related Fields, to appear.
[16] Rates of Contraction for Posterior Distributions in L_r-metrics, 1 ≤r≤∞. (with E. Giné). Annals of Statistics 39 (2011) 2883-2911.
[15] On Adaptive Inference and Confidence Bands. (with M. Hoffmann). Annals of Statistics 39 (2011) 2383-2409.
[14] Global Uniform Risk Bounds for Wavelet Deconvolution Estimators. (with K. Lounici). Annals of Statistics 39 (2011) 201-231.
[13] Adaptive Estimation of the Distribution Function and its Density in Sup-Norm Loss by Wavelet and Spline Projections. (with E. Giné). Bernoulli 16 (2010) 1137-1163.
[12] Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference. (with B.M. Poetscher). Mathematical Methods of Statistics 19 (2010) 327-364.
[11] Confidence Bands in Density Estimation. (with E. Giné). Annals of Statistics 38 (2010) 1122-1170.
[10] Uniform Limit Theorems for Wavelet Density Estimators. (with E. Giné). Annals of Probability 37 (2009) 1605-1646.
[9] An Exponential Inequality for the Distribution Function of the Kernel Density Estimator, with Applications to Adaptive Estimation. (with E. Giné). Probability Theory and Related Fields 143 (2009) 569-596.
[8] On Convergence and Convolutions of Random Signed Measures. Journal of Theoretical Probability 22 (2009) 38-56.
[7] Uniform Central Limit Theorems for Sieved Maximum Likelihood and Trigonometric Series Estimators on the Unit Circle. In: High Dimensional Probability V: The Luminy Volume (eds. C. Houdré, V. Koltchinskii, D. Mason, M. Peligrad) IMS Collections 5 (2009) 338-356.
[6] Adaptation on the Space of Finite Signed Measures. (with E. Giné). Mathematical Methods of Statistics 17 (2008), 113-122.
[5] A Simple Adaptive Estimator of the Integrated Square of a Density. (with E. Giné). Bernoulli 14 (2008), 47-61.
[4] Uniform Central Limit Theorems for Kernel Density Estimators. (with E. Giné). Probability Theory and Related Fields 141 (2008), 333-387.
[3] Donsker-Type Theorems for Nonparametric Maximum Likelihood Estimators. Probability Theory and Related Fields 138 (2007), 411-449.
[2] Bracketing Metric Entropy Rates and Empirical Central Limit Theorems for Function Classes of Besov- and Sobolev-Type. (with B.M. Poetscher). Journal of Theoretical Probability, 20 (2007), 177-199.
[1] Empirical and Gaussian Processes on Besov classes. In: High Dimensional Probability IV, (eds. E. Giné, V. Koltchinskii, W. Li, J. Zinn). IMS Lecture Notes 51 (2006), 185-195.
Lecture Notes, Slides and Manuscripts
[21] Uniform Central Limit Theorems for the Grenander Estimator. Unpublished Manuscript.
[22] Statistical Theory. Lecture Notes (115 p.), Part III of the Cambridge Mathematical Tripos.
[23] Concentration of Measure. (with N. Berestycki and an appendix by B. Schlein). Lecture notes (82p.). Graduate Course at Cambridge.
[24] Adaptive Nonparametric Confidence Bands. Slides from a lecture series at Universität Göttingen. June 2010.
Some Links:
I play for Queens' College in the Cambridge MCR football league
Where you can find me when in Vienna: Musikverein – Staatsoper—Bräunerhof- More on Vienna