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Department of Pure Mathematics and Mathematical Statistics

 

Professor of Mathematical Statistics

Research Interests: Mathematical Statistics; specifically high-dimensional inference, Bayesian nonparametrics, statistics for PDEs and inverse problems, empirical process theory.

 

 

Publications

Confidence sets in sparse regression
R Nickl, S Van De Geer
– The Annals of Statistics
(2013)
41,
2852
Spatially adaptive density estimation by localised Haar projections
F Gach, R Nickl, V Spokoiny
– Annales de l Institut Henri Poincaré Probabilités et Statistiques
(2013)
49,
900
Nonparametric Bernstein–von Mises theorems in Gaussian white noise
I Castillo, R Nickl
– The Annals of Statistics
(2013)
41,
1999
Adaptive confidence sets in L$^2$
AD Bull, R Nickl
– Probability Theory and Related Fields
(2013)
156,
1
A Donsker theorem for Lévy measures
R Nickl, M Reiß
– Journal of Functional Analysis
(2012)
263,
3306
RATES OF CONTRACTION FOR POSTERIOR DISTRIBUTIONS IN Lr-METRICS, 1 ≤ r ≤ ∞
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
Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
G Kerkyacharian, R Nickl, D Picard
– Probability Theory and Related Fields
(2011)
153,
363
Global uniform risk bounds for wavelet deconvolution estimators
K Lounici, R Nickl
– The Annals of Statistics
(2011)
39,
201
Efficient simulation-based minimum distance estimation and indirect inference
R Nickl, BM Pötscher
– Mathematical Methods of Statistics
(2011)
19,
327
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Room

D2.05

Telephone

01223 765020