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Lepskiĭ, Oleg Vital’evich

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Author ID: lepskii.oleg-v Recent zbMATH articles by "Lepskiĭ, Oleg Vital’evich"
Published as: Lepskij, O. V.; Lepski, O.; Lepski, O. V.; Lepski, Oleg; Lepski, Oleg V.; Lepskiĭ, O. V.
Homepage: http://www.i2m.univ-amu.fr/spip.php?page=pageperso&nom=lepski&prenom=oleg&lang=f...
External Links: Math-Net.Ru · ResearchGate
Documents Indexed: 51 Publications since 1983

Publications by Year

Citations contained in zbMATH Open

44 Publications have been cited 924 times in 475 Documents Cited by Year
Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors. Zbl 0885.62044
Lepski, O. V.; Mammen, E.; Spokoiny, V. G.
88
1997
Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality. Zbl 1234.62035
Goldenshluger, Alexander; Lepski, Oleg
74
2011
Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039
Lepskij, O. V.
70
1991
On a problem of adaptive estimation in Gaussian white noise. Zbl 0725.62075
Lepskij, O. V.
64
1990
On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083
Lepskij, O. V.
64
1990
Optimal pointwise adaptive methods in nonparametric estimation. Zbl 0894.62041
Lepski, O. V.; Spokoiny, V. G.
61
1997
Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative. Zbl 0946.62050
Lepski, Oleg V.; Spokoiny, Vladimir G.
42
1999
Nonlinear estimation in anisotropic multi-index denoising. Zbl 1010.62029
Kerkyacharian, Gérard; Lepski, Oleg; Picard, Dominique
40
2001
Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point. Zbl 0971.62022
Lepski, O. V.; Tsybakov, A. B.
35
2000
Random rates in anisotropic regression. (With discussion). Zbl 1012.62042
Hoffmann, M.; Lepski, O.
35
2002
On adaptive minimax density estimation on \(\mathbb R^d\). Zbl 1342.62053
Goldenshluger, A.; Lepski, O.
32
2014
Universal pointwise selection rule in multivariate function estimation. Zbl 1168.62323
Goldenshluger, Alexander; Lepski, Oleg
31
2008
Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities. Zbl 1149.62020
Goldenshluger, Alexander; Lepski, Oleg
30
2009
On estimation of the \(L_r\) norm of a regression function. Zbl 0921.62103
Lepski, O.; Nemirovski, A.; Spokoiny, V.
22
1999
Adaptive minimax estimation of infinitely differentiable functions. Zbl 1103.62332
Lepski, O. V.; Levit, B. Y.
20
1998
Nonparametric estimation of composite functions. Zbl 1160.62030
Juditsky, Anatoli B.; Lepski, Oleg V.; Tsybakov, Alexandre B.
17
2009
Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure. Zbl 1360.62158
Lepski, Oleg
16
2013
Nonlinear estimation in anisotropic multi-index denoising. Sparse case. Zbl 1315.62031
Kerkyacharian, G.; Lepski, O.; Picard, D.
15
2008
Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0738.62045
Lepskij, O. V.
14
1991
Asymptotically minimax adaptive estimation. II: Schemes without optimal adaption: Adaptive estimators. Zbl 0787.62087
Lepskij, O. V.
13
1992
Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems. Zbl 1130.62313
Cavalier, L.; Golubev, Y.; Lepski, O.; Tsybakov, A.
13
2003
On problems of adaptive estimation in white Gaussian noise. Zbl 0783.62061
Lepskij, O. V.
12
1992
Adaptive nonparametric estimation of smooth multivariate functions. Zbl 1104.62312
Lepski, O. V.; Levit, B. Y.
11
1999
Adaptive estimation under single-index constraint in a regression model. Zbl 1302.62077
Lepski, Oleg; Serdyukova, Nora
10
2014
Adaptive estimation over anisotropic functional classes via oracle approach. Zbl 1328.62213
Lepski, Oleg
10
2015
Lower bounds in the convolution structure density model. Zbl 1380.62208
Lepski, O. V.; Willer, T.
10
2017
Uniform bounds for norms of sums of independent random functions. Zbl 1238.60023
Goldenshluger, Alexander; Lepski, Oleg
9
2011
How to improve the accuracy of estimation. Zbl 1033.62032
Lepski, O. V.
9
1999
Upper functions for positive random functionals. I: General setting and Gaussian random functions. Zbl 1279.60033
Lepski, O.
8
2013
General selection rule from a family of linear estimators. Zbl 1417.62056
Goldenshluger, A. V.; Lepski, O. V.
8
2013
Asymptotically minimax adaptive estimation. II: Schemes without optimal adaption. Adaptive estimates. Zbl 0761.62115
Lepskij, O. V.
7
1992
Upper functions for positive random functionals. II. Application to the empirical processes theory. I. Zbl 1278.60039
Lepski, O.
6
2013
Oracle inequalities and adaptive estimation in the convolution structure density model. Zbl 1419.62075
Lepski, O. V.; Willer, T.
5
2019
Adaptive estimation in the single-index model via oracle approach. Zbl 1283.62077
Lepski, O.; Serdyukova, N.
4
2013
Local adaptation to inhomogeneous smoothness: Resolution level. Zbl 0836.62030
Lepskij, O. V.; Spokoiny, V. G.
3
1995
Upper functions for positive random functionals. II: Application to the empirical processes theory, Part 2. Zbl 1281.60022
Lepski, O.
3
2013
On a multi-channel change-point problem. Zbl 1231.62151
Korostelev, A.; Lepski, O.
3
2008
On adaptive estimation for the sup-norm losses. Zbl 1005.62033
Golubev, Yu.; Lepski, O.; Levit, B.
3
2001
Hypothesis testing under composite functions alternative. Zbl 1142.62058
Lepski, Oleg V.; Pouet, Christophe F.
2
2008
Estimation of the maximum of a nonparametric signal to within a constant. Zbl 0815.62061
Lepskij, O. V.
1
1993
Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields. Zbl 1335.60077
Lepski, Oleg
1
2016
A new approach to estimator selection. Zbl 1419.62016
Lepski, O. V.
1
2018
Evaluation of the accuracy of nonparametric estimators. Zbl 1005.62041
Juditsky, A.; Lepski, O.
1
2001
Testing linearity in an AR errors-in-variables model with application to stochastic volatility. Zbl 1051.62108
Feldmann, D.; Härdle, W.; Hafner, C.; Hoffmann, M.; Lepski, O.; Tsybakov, A.
1
2003
Oracle inequalities and adaptive estimation in the convolution structure density model. Zbl 1419.62075
Lepski, O. V.; Willer, T.
5
2019
A new approach to estimator selection. Zbl 1419.62016
Lepski, O. V.
1
2018
Lower bounds in the convolution structure density model. Zbl 1380.62208
Lepski, O. V.; Willer, T.
10
2017
Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields. Zbl 1335.60077
Lepski, Oleg
1
2016
Adaptive estimation over anisotropic functional classes via oracle approach. Zbl 1328.62213
Lepski, Oleg
10
2015
On adaptive minimax density estimation on \(\mathbb R^d\). Zbl 1342.62053
Goldenshluger, A.; Lepski, O.
32
2014
Adaptive estimation under single-index constraint in a regression model. Zbl 1302.62077
Lepski, Oleg; Serdyukova, Nora
10
2014
Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure. Zbl 1360.62158
Lepski, Oleg
16
2013
Upper functions for positive random functionals. I: General setting and Gaussian random functions. Zbl 1279.60033
Lepski, O.
8
2013
General selection rule from a family of linear estimators. Zbl 1417.62056
Goldenshluger, A. V.; Lepski, O. V.
8
2013
Upper functions for positive random functionals. II. Application to the empirical processes theory. I. Zbl 1278.60039
Lepski, O.
6
2013
Adaptive estimation in the single-index model via oracle approach. Zbl 1283.62077
Lepski, O.; Serdyukova, N.
4
2013
Upper functions for positive random functionals. II: Application to the empirical processes theory, Part 2. Zbl 1281.60022
Lepski, O.
3
2013
Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality. Zbl 1234.62035
Goldenshluger, Alexander; Lepski, Oleg
74
2011
Uniform bounds for norms of sums of independent random functions. Zbl 1238.60023
Goldenshluger, Alexander; Lepski, Oleg
9
2011
Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities. Zbl 1149.62020
Goldenshluger, Alexander; Lepski, Oleg
30
2009
Nonparametric estimation of composite functions. Zbl 1160.62030
Juditsky, Anatoli B.; Lepski, Oleg V.; Tsybakov, Alexandre B.
17
2009
Universal pointwise selection rule in multivariate function estimation. Zbl 1168.62323
Goldenshluger, Alexander; Lepski, Oleg
31
2008
Nonlinear estimation in anisotropic multi-index denoising. Sparse case. Zbl 1315.62031
Kerkyacharian, G.; Lepski, O.; Picard, D.
15
2008
On a multi-channel change-point problem. Zbl 1231.62151
Korostelev, A.; Lepski, O.
3
2008
Hypothesis testing under composite functions alternative. Zbl 1142.62058
Lepski, Oleg V.; Pouet, Christophe F.
2
2008
Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems. Zbl 1130.62313
Cavalier, L.; Golubev, Y.; Lepski, O.; Tsybakov, A.
13
2003
Testing linearity in an AR errors-in-variables model with application to stochastic volatility. Zbl 1051.62108
Feldmann, D.; Härdle, W.; Hafner, C.; Hoffmann, M.; Lepski, O.; Tsybakov, A.
1
2003
Random rates in anisotropic regression. (With discussion). Zbl 1012.62042
Hoffmann, M.; Lepski, O.
35
2002
Nonlinear estimation in anisotropic multi-index denoising. Zbl 1010.62029
Kerkyacharian, Gérard; Lepski, Oleg; Picard, Dominique
40
2001
On adaptive estimation for the sup-norm losses. Zbl 1005.62033
Golubev, Yu.; Lepski, O.; Levit, B.
3
2001
Evaluation of the accuracy of nonparametric estimators. Zbl 1005.62041
Juditsky, A.; Lepski, O.
1
2001
Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point. Zbl 0971.62022
Lepski, O. V.; Tsybakov, A. B.
35
2000
Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative. Zbl 0946.62050
Lepski, Oleg V.; Spokoiny, Vladimir G.
42
1999
On estimation of the \(L_r\) norm of a regression function. Zbl 0921.62103
Lepski, O.; Nemirovski, A.; Spokoiny, V.
22
1999
Adaptive nonparametric estimation of smooth multivariate functions. Zbl 1104.62312
Lepski, O. V.; Levit, B. Y.
11
1999
How to improve the accuracy of estimation. Zbl 1033.62032
Lepski, O. V.
9
1999
Adaptive minimax estimation of infinitely differentiable functions. Zbl 1103.62332
Lepski, O. V.; Levit, B. Y.
20
1998
Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors. Zbl 0885.62044
Lepski, O. V.; Mammen, E.; Spokoiny, V. G.
88
1997
Optimal pointwise adaptive methods in nonparametric estimation. Zbl 0894.62041
Lepski, O. V.; Spokoiny, V. G.
61
1997
Local adaptation to inhomogeneous smoothness: Resolution level. Zbl 0836.62030
Lepskij, O. V.; Spokoiny, V. G.
3
1995
Estimation of the maximum of a nonparametric signal to within a constant. Zbl 0815.62061
Lepskij, O. V.
1
1993
Asymptotically minimax adaptive estimation. II: Schemes without optimal adaption: Adaptive estimators. Zbl 0787.62087
Lepskij, O. V.
13
1992
On problems of adaptive estimation in white Gaussian noise. Zbl 0783.62061
Lepskij, O. V.
12
1992
Asymptotically minimax adaptive estimation. II: Schemes without optimal adaption. Adaptive estimates. Zbl 0761.62115
Lepskij, O. V.
7
1992
Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039
Lepskij, O. V.
70
1991
Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0738.62045
Lepskij, O. V.
14
1991
On a problem of adaptive estimation in Gaussian white noise. Zbl 0725.62075
Lepskij, O. V.
64
1990
On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083
Lepskij, O. V.
64
1990
all top 5

Cited by 509 Authors

19 Cai, Tony Tony
19 Lepskiĭ, Oleg Vital’evich
17 Low, Mark G.
17 Spokoiny, Vladimir G.
11 Nickl, Richard
10 Butucea, Cristina
10 Comte, Fabienne
10 Goldenshluger, Alexander
9 Efromovich, Sam
8 Bertin, Karine
8 Fan, Jianqing
8 Juditsky, Anatoli B.
8 Picard, Dominique B.
8 Tsybakov, Alexandre B.
7 Carpentier, Alexandra
7 Klutchnikoff, Nicolas
7 Lacour, Claire
7 Pensky, Marianna
6 Autin, Florent
6 Baraud, Yannick
6 Chagny, Gaëlle
6 Giné-Masdéu, Evarist
6 Ingster, Yuriĭ Izmaĭlovich
6 Liu, Youming
5 Armstrong, Timothy B.
5 Belomestny, Denis
5 Brown, Lawrence David
5 Dalalyan, Arnak S.
5 Ermakov, Mikhaĭl Sergeevich
5 Genon-Catalot, Valentine
5 Hoffmann, Marc R.
5 Kerkyacharian, Gérard
5 Laurent, Béatrice
5 Munk, Axel
5 Nemirovski, Arkadi S.
5 Pereverzev, Sergei V.
5 Roche, Angelina
5 Sapatinas, Theofanis
5 Serdyukova, Nora A.
4 Abramovich, Felix P.
4 Chesneau, Christophe
4 Collier, Olivier
4 Freyermuth, Jean-Marc
4 Lerasle, Matthieu
4 Meziani, Katia
4 Pouet, Christophe F.
4 Suslina, Irina A.
4 Tribouley, Karine
4 Van de Geer, Sara Anna
4 Wu, Cong
4 Yang, Yuhong
4 Zhou, Harrison H.
3 Benhaddou, Rida
3 Bull, Adam D.
3 Chichignoud, Michaël
3 Claeskens, Gerda
3 Gaïffas, Stéphane
3 Guntuboyina, Adityanand
3 Hall, Peter Gavin
3 Johannes, Jan
3 Klemelä, Jussi
3 Mammen, Enno
3 Marteau, Clément
3 Mathé, Peter
3 Prieur, Clémentine
3 Rebelles, Gilles
3 Reynaud-Bouret, Patricia
3 Rivoirard, Vincent
3 Rohde, Angelika
3 Samson, Adeline
3 Samworth, Richard J.
3 Taupin, Marie-Luce
3 Trabs, Mathias
3 Van der Vaart, Adrianus Willem
3 Verzelen, Nicolas
3 von Sachs, Rainer
3 Wasserman, Larry Alan
3 Yode, Armel Fabrice
3 Yuan, Ming
3 Zhang, Riquan
2 Akakpo, Nathalie
2 Angelini, Claudia
2 Belitser, Eduard
2 Birgé, Lucien
2 Bitseki Penda, S. Valère
2 Blanchard, Gilles
2 Blanke, Delphine
2 Boucheron, Stéphane Vincent
2 Brunel, Élodie
2 Brunel, Victor-Emmanuel
2 Cao, Kaikai
2 Cavalier, Laurent
2 Ćmiel, Bogdan
2 Cohen, Albert
2 Comminges, Laetitia
2 Davies, Patrick Laurie
2 De Vito, Ernesto
2 Delattre, Sylvain
2 DeVore, Ronald A.
2 Diel, Roland
...and 409 more Authors
all top 5

Cited in 72 Serials

125 The Annals of Statistics
38 Electronic Journal of Statistics
27 Bernoulli
26 Journal of Statistical Planning and Inference
24 Mathematical Methods of Statistics
19 Journal of Multivariate Analysis
15 Probability Theory and Related Fields
14 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
13 Stochastic Processes and their Applications
12 Statistics & Probability Letters
11 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
10 Journal of Nonparametric Statistics
8 Journal of Econometrics
8 Econometric Theory
6 Computational Statistics and Data Analysis
6 Test
6 Statistical Inference for Stochastic Processes
5 Applied and Computational Harmonic Analysis
5 Journal of Mathematical Sciences (New York)
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Statistics
4 Communications in Statistics. Theory and Methods
4 International Journal of Wavelets, Multiresolution and Information Processing
4 Mathematical Statistics and Learning
3 The Canadian Journal of Statistics
3 Annals of the Institute of Statistical Mathematics
3 Journal of the American Statistical Association
3 Sequential Analysis
3 Statistical Science
3 Automation and Remote Control
2 Metrika
2 Problems of Information Transmission
2 Mathematics of Computation
2 The Annals of Probability
2 Journal of Computational and Applied Mathematics
2 Constructive Approximation
2 Journal of Inverse and Ill-Posed Problems
2 Statistica Sinica
2 The Journal of Fourier Analysis and Applications
2 Journal of Machine Learning Research (JMLR)
2 The Annals of Applied Statistics
2 Science China. Mathematics
2 Sankhyā. Series A
1 Applicable Analysis
1 Inverse Problems
1 Scandinavian Journal of Statistics
1 Applied Mathematics and Optimization
1 Automatica
1 Mathematics and Computers in Simulation
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Theoretical Computer Science
1 Acta Mathematicae Applicatae Sinica. English Series
1 Journal of Complexity
1 Neural Networks
1 The Annals of Applied Probability
1 Computational Statistics
1 Journal of Statistical Computation and Simulation
1 Journal of Mathematical Imaging and Vision
1 Advances in Computational Mathematics
1 Journal of Geodesy
1 Acta Mathematica Sinica. English Series
1 Foundations of Computational Mathematics
1 Computational Methods in Applied Mathematics
1 Communications on Pure and Applied Analysis
1 Statistical Methods and Applications
1 Statistical Methodology
1 Inverse Problems and Imaging
1 SIAM Journal on Imaging Sciences
1 Journal of the Italian Statistical Society
1 The Journal of Mathematical Neuroscience
1 Statistics and Computing
1 Bayesian Analysis

Citations by Year