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Department of Pure Mathematics and Mathematical Statistics

Professor of Mathematical Statistics

Research Interests: Mathematical Statistics: nonparametric and high-dimensional inference, Bayesian nonparametrics, statistical inverse problems, empirical process theory

Publications

High-frequency Donsker theorems for Levy measures
R Nickl, M Reiß, J Söhl, M Trabs
– Probability Theory and Related Fields
(2015)
164,
61
On signal detection and confidence sets for low rank inference problems
A Carpentier, R Nickl
– Electronic Journal of Statistics
(2015)
9,
2675
Discussion of "frequentist coverage of adaptive nonparametric bayesian credible sets"
R Nickl
– The Annals of Statistics
(2015)
43,
1429
A sharp adaptive confidence ball for self-similar functions
R Nickl, B Szabó
– Stochastic Processes and their Applications
(2016)
126,
3913
On the Bernstein–von Mises phenomenon for nonparametric Bayes procedures
I Castillo, R Nickl
– The Annals of Statistics
(2014)
42,
1941
Nonparametric bernstein-von mises theorems in gaussian white noise
I Castillo, R Nickl
– The Annals of Statistics
(2013)
41,
1999
Confidence sets in sparse regression
R Nickl, S Van De Geer
– The Annals of Statistics
(2013)
41,
2852
Adaptive confidence sets in L$^2$
AD Bull, R Nickl
– Probability Theory and Related Fields
(2013)
156,
1
Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
G Kerkyacharian, R Nickl, D Picard
– Probability Theory and Related Fields
(2012)
153,
363
A Donsker theorem for Lévy measures
R Nickl, M Reiß
– Journal of Functional Analysis
(2012)
263,
3306
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Room

D2.05

Telephone

01223 765020