M. Rosenbaum

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Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ Second-order asymptotic expansion for the covariance estimator of two asynchronously observed diffusion processes 2008 Arnak S. Dalalyan
Nakahiro Yoshida
1
+ PDF Chat Statistical Estimation: Asymptotic Theory 2014 I. A. Ibragimov
R. Z. Khasʹminskiĭ
1
+ High-dimensional instrumental variables regression and confidence sets 2011 Éric Gautier
Christiern Rose
1
+ PDF Chat Analysis of high-dimensional one group repeated measures designs 2015 Markus Pauly
David Ellenberger
Edgar Brunner
1
+ On the limiting spectral distribution of the covariance matrices of time-lagged processes 2010 Christian Y. Robert
Mathieu Rosenbaum
1
+ Microstructure noise in the continuous case: The pre-averaging approach 2008 Jean Jacod
Yingying Li
Per A. Mykland
Mark Podolskij
Mathias Vetter
1
+ PDF Chat The Dantzig selector and sparsity oracle inequalities 2009 Vladimir Koltchinskii
1
+ PDF Chat Integrated volatility and round-off error 2009 Mathieu Rosenbaum
1
+ PDF Chat Second-order asymptotic expansion for a non-synchronous covariation estimator 2011 Arnak S. Dalalyan
Nakahiro Yoshida
1
+ Sparse recovery under matrix uncertainty 2010 Mathieu Rosenbaum
Alexandre B. Tsybakov
1
+ Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes 2007 Takaki Hayashi
Nakahiro Yoshida
1
+ PDF Chat On covariance estimation of non-synchronously observed diffusion processes 2005 Takaki Hayashi
Nakahiro Yoshida
1
+ A Test for Dependence and Covariance Estimator of Market Microstructure Noise 2008 Masato Ubukata
Kosuke Oya
1
+ PDF Chat High Dimensional Sparse Econometric Models: An Introduction 2011 Alexandre Belloni
Victor Chernozhukov
1
+ PDF Chat Simultaneous analysis of Lasso and Dantzig selector 2009 Peter J. Bickel
Ya’acov Ritov
Alexandre B. Tsybakov
1
+ Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise 2008 Ole E. Barndorff‐Nielsen
Peter Reinhard Hansen
Asger Lunde
Neil Shephard
1
+ Nonsynchronous covariance estimator and limit theorem II 2008 Takaki Hayashi
1
+ Linear hypothesis testing in high-dimensional one-way MANOVA 2017 Jin‐Ting Zhang
Jia Guo
Bu Zhou
1
+ Inference for high-dimensional split-plot-designs: A unified approach for small to large numbers of factor levels 2018 Paavo Sattler
Markus Pauly
1
+ PDF Chat Testing hypotheses about covariance matrices in general MANOVA designs 2021 Paavo Sattler
Arne C. Bathke
Markus Pauly
1
+ PDF Chat Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators 2008 Karim Lounici
1
+ PDF Chat Sparsity oracle inequalities for the Lasso 2007 Florentina Bunea
Alexandre B. Tsybakov
Marten Wegkamp
1
+ PDF Chat The Dantzig selector: Statistical estimation when p is much larger than n 2007 Emmanuel J. Candès
Terence Tao
1
+ PDF Chat Aggregation for Gaussian regression 2007 Florentina Bunea
Alexandre B. Tsybakov
Marten Wegkamp
1
+ PDF Chat A comprehensive treatment of quadratic-form-based inference in repeated measures designs under diverse asymptotics 2021 Paavo Sattler
1
+ Statistics for High-Dimensional Data: Methods, Theory and Applications 2011 Peter Bhlmann
Sara van de Geer
1
+ PDF Chat Estimation and Testing of Wilcoxon–Mann–Whitney Effects in Factorial Clustered Data Designs 2022 Kerstin Rubarth
Paavo Sattler
Hanna Zimmermann
Frank Konietschke
1
+ Statistical Estimation 1981 И. А. Ибрагимов
R. Z. Has’minskiĭ
1
+ General multiple tests for functional data 2023 Merle Munko
Marc Ditzhaus
Markus Pauly
Łukasz Smaga
Jin‐Ting Zhang
1
+ PDF Chat Testing hypotheses about correlation matrices in general MANOVA designs 2023 Paavo Sattler
Markus Pauly
1
+ Choice of the hypothesis matrix for using the Wald-type-statistic 2024 Paavo Sattler
Georg Zimmermann
1
+ PDF Chat RMST‐based multiple contrast tests in general factorial designs 2024 Merle Munko
Marc Ditzhaus
Dennis Dobler
Jon Genuneit
1
+ PDF Chat Sample size planning for rank‐based multiple contrast tests 2024 Anna Pöhlmann
Edgar Brunner
Frank Konietschke
1