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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

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
Spatially adaptive density estimation by localised Haar projections
F Gach, R Nickl, V Spokoiny
– Annales de l'institut Henri Poincare (B) Probability and Statistics
(2013)
49,
900
Global uniform risk bounds for wavelet deconvolution estimators
K Lounici, R Nickl
– The Annals of Statistics
(2011)
39,
201
Rates of contraction for posterior distributions in $\bolds{L^r}$-metrics, $\bolds{1\le r\le\infty}$
E Gine, R Nickl
– The Annals of Statistics
(2011)
39,
2883
On adaptive inference and confidence bands
M Hoffmann, R Nickl
– The Annals of Statistics
(2011)
39,
2383
Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections
E Gine, R Nickl
– Bernoulli
(2010)
16,
1137
Confidence bands in density estimation
E Gine, R Nickl
– The Annals of Statistics
(2010)
38,
1122
Efficient simulation-based minimum distance estimation and indirect inference
R Nickl, BM Pötscher
– Mathematical Methods of Statistics
(2010)
19,
327
Uniform limit theorems for wavelet density estimators
E Gine, R Nickl
– The Annals of Probability
(2009)
37,
1605
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Room

D2.05

Telephone

01223 765020