Search Results - person:"Samarov, Alexander" - EconBiz

Dimensionality reduction models in density estimation and classification

Samarov, Alexander - In: Empirical economic and financial research : theory, …, (pp. 487-495). 2015

Persistent link: https://www.econbiz.de/10010490082

Noisy independent factor analysis model for density estimation and classification

Amato, U.; Antoniadis, A.; Samarov, Alexander; Cybakov, … - 2009

We consider the problem of multivariate density estimation when the unknown density is assumed to follow a particular form of dimensionality reduction, a noisy independent factor analysis (IFA) model. In this model the data are generated by a number of latent independent components having...

Persistent link: https://www.econbiz.de/10003889131

Adaptive Semiparametric Estimation of the Memory Parameter - (Now Published with Revised Title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate...

Giraitis, Liudas - 2008

Persistent link: https://www.econbiz.de/10012771066

Component identification and estimation in nonlinear high-dimensional regression models by structural adaptation

Samarov, Alexander; Spokojnyj, Vladimir G.; Vial, Celine - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 429-445

Persistent link: https://www.econbiz.de/10002928074

Shortfall as a risk measure : properties, optimization and applications

Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, … - In: Journal of economic dynamics & control 28 (2004) 7, pp. 1353-1381

Persistent link: https://www.econbiz.de/10001880835

Adaptive Semiparametric Estimation of the Memory Parameter - (Now published with revised title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate...

Giraitis, Liudas; Robinson, Peter M; Samarov, Alexander - Suntory and Toyota International Centres for Economics … - 2000

Persistent link: https://www.econbiz.de/10005670814

Adaptive semiparametric estimation of the memory parameter

Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - London School of Economics (LSE) - 2000

Persistent link: https://www.econbiz.de/10010745466

Adaptive semiparametric estimation of the memory parameter

Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 2000

Persistent link: https://www.econbiz.de/10001444259

Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence

Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 1997

Persistent link: https://www.econbiz.de/10000959150

Theory and Methods - Component Identification and Estimation in Nonlinear High-Dimensional Regression Models by Structural Adaptation

Samarov, Alexander; Spokoiny, Vladimir; Vial, Celine - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 429-445

Persistent link: https://www.econbiz.de/10006606928

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