Richard Nickl’s Publications

Preprints

[22] Confidence Sets in Sparse Regression. (with S. van de Geer).
[21] Nonparametric Bernstein-von Mises Theorems. (with I. Castillo)

Publications

[20] A Donsker Theorem for Lévy Measures. (with M. Reiß). Journal of Functional Analysis 263 (2012) 3306-3332.
[19] Adaptive Confidence Sets in L_2. (with A. Bull). Probability Theory and Related Fields, to appear.

[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 153 (2012) 363-404.
[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.