Johannes Schmidt-Hieber
Oud-hoogleraar / gast
- Naam
- Prof.dr. A.J. Schmidt-Hieber
- Telefoon
- +31 71 527 2727
- schmidthieberaj@math.leidenuniv.nl
- ORCID iD
- 0000-0003-2699-4990
Persoonlijke webpagina
Oud-hoogleraar / gast
- Wiskunde en Natuurwetenschappen
- Mathematisch Instituut
- Mathematisch Instituut
- Ray K.M. & Schmidt-Hieber A.J. (2016), Minimax theory for a class of nonlinear statistical inverse problems, Inverse Problems 32(6): 065003.
- Pas S.L. van der, Salomond J.-B. & Schmidt-Hieber A.J. (2016), Conditions for Posterior Contraction in the Sparse Normal Means Problem, Electronic Journal of Statistics 10: 976-1000.
- Hoffmann M., Rousseau J. & Schmidt-Hieber J. (2015), On adaptive posterior concentration rates, Annals of Statistics 43(5): 2259--2295.
- Castillo I., Schmidt-Hieber J. & Vaart A. van der (2015), Bayesian linear regression with sparse priors, Annals of Statistics 43(5): 1986-2018.
- Sabel T. & Schmidt-Hieber A.J. (2014), Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information, Bernoulli 20(2): 747-774.
- Schmidt-Hieber A.J. (2014), Asymptotic equivalence for regression under fractional noise, Annals of Statistics 42(6): 2557--2585.
- Schmidt-Hieber A.J., Munk A. & Dümbgen L. (2013), Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features, Annals of Statistics 41(3): 1299-1328.
- Hoffmann M., Munk A. & Schmidt-Hieber A.J. (2012), Adaptive wavelet estimation of the diffusion coefficient under additive error measurements, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 48(4): 1186-1216.
- Munk A. & Schmidt-Hieber A.J. (2010), Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise, Electronic Journal of Statistics 4: 781-821.
- Munk A. & Schmidt-Hieber A.J. (2010), Lower bounds for volatility estimation in microstructure noise models. In: Berger J.O., Cai T.T. & Johnstone I.M. (red.), Borrowing strength: theory powering applications - a Festschrift for Lawrence D. Brown nr. 6. Beachwood, Ohio, USA: Institute of Mathematical Statistics. 43-55.
- Cai T.T., Munk A. & Schmidt-Hieber A.J. (2010), Sharp minimax estimation of the variance of Brownian motion corrupted with Gaussian noise, STATISTICA SINICA 20(3): 1011-1024.
Geen relevante nevenwerkzaamheden