
Estimation of smooth functionals in highdimensional models: bootstrap chains and Gaussian approximation
Let X^(n) be an observation sampled from a distribution P_θ^(n) with an ...
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Estimation of Smooth Functionals in Normal Models: Bias Reduction and Asymptotic Efficiency
Let X_1,..., X_n be i.i.d. random variables sampled from a normal distri...
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Efficient Estimation of Smooth Functionals in Gaussian Shift Models
We study a problem of estimation of smooth functionals of parameter θ o...
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Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators
Let X be a centered Gaussian random variable in a separable Hilbert spac...
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Estimation of low rank density matrices: bounds in Schatten norms and other distances
Let S_m be the set of all m× m density matrices (Hermitian positively s...
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Nuclear norm penalization and optimal rates for noisy low rank matrix completion
This paper deals with the trace regression model where n entries or line...
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Vladimir Koltchinskii
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