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Alexandre B. Tsybakov

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Personal Details

First Name: Alexandre
Middle Name: B.
Last Name: Tsybakov
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RePEc Short-ID: pts115

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Affiliation

Centre de Recherche en Économie et Statistique (CREST)
Groupe des Écoles Nationales d'Économie et Statistique (GENES)
Location: Paris, France
Homepage: http://www.crest.fr/
Email:
Phone: 01 41 17 60 81
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Postal: 15 Boulevard Gabriel Peri 92245 Malakoff Cedex
Handle: RePEc:edi:crestfr (more details at EDIRC)

Works

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Working papers

  1. Eric Gautier & Alexandre Tsybakov, 2013. "Pivotal estimation in high-dimensional regression via linear programming," Working Papers hal-00805556, HAL.
  2. Arnak Dalalyan & Yuri Ingster & Alexandre B. Tsybakov, 2012. "Statistical Inference in Compound Functional Models," Working Papers 2012-20, Centre de Recherche en Economie et Statistique.
  3. Eric Gautier & Alexandre Tsybakov, 2011. "High-dimensional instrumental variables regression and confidence sets," Working Papers hal-00591732, HAL.
  4. Karim Lounici & Massimiliano Pontil & Alexandre B. Tsybakov & Sara Van De Geer, 2010. "Oracle Inequalities and Optimal Inference under Group Sparsity," Working Papers 2010-35, Centre de Recherche en Economie et Statistique.
  5. Angelika Rohde & Alexandre Tsybakov, 2010. "Estimation on High-dimensional Low Rank Matrices," Working Papers 2010-25, Centre de Recherche en Economie et Statistique.
  6. Yu I. Ingster & Alexandre B. Tsybakov & N. Verzelzn, 2010. "Detection Boundary in Sparse Regression," Working Papers 2010-28, Centre de Recherche en Economie et Statistique.
  7. A. B. Tsybakov, 2007. "Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii," Papers 0708.0124, arXiv.org.
  8. Mammen, Enno & Tsybakov, Aleksandr B., 1998. "Smooth discrimination analysis," SFB 373 Discussion Papers 1998,4, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  9. Feldmann, David & Härdle, Wolfgang K. & Hafner, Christian M. & Hoffmann, Marc & Lepskii, Oleg V. & Tsybakov, Alexandre B., 1998. "Flexible stochastic volatility structures for high frequency financial data," SFB 373 Discussion Papers 1998,34, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  10. Wolfgang HÄRDLE & A. TSYBAKOV & L. YANG, 1996. "Nonparametric Vector Autoregression," SFB 373 Discussion Papers 1996,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  11. O. Lepski & A. Tsybakov, 1996. "Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point," SFB 373 Discussion Papers 1996,91, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  12. Wolfgang HÄRDLE & A. TSYBAKOV, 1995. "Local Polynomial Estimators of the Volatility Function in Nonparametric Autoregression," SFB 373 Discussion Papers 1995,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  13. Wolfgang HÄRDLE & A. B. TSYBAKOV, 1994. "Additive Nonparametric Regression on Principal Components," SFB 373 Discussion Papers 1994,39, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  14. Tsybakov, A.B. & Korostelev, A.P., 1992. "Minimax Linewise Algorithm for Image Reconstruction," Papers 9208, Catholique de Louvain - Institut de statistique.
  15. Tsybakov, A.B. & Stadtmuller, U., 1992. "Nonparametric Recursive Variance Estimation," Papers 9207, Catholique de Louvain - Institut de statistique.
  16. Tsybakov, A.B., 1992. "Multidimentional Change-Point Problems and Boundary Estimation," Papers 9211, Catholique de Louvain - Institut de statistique.
  17. Korostelev, A.P. & Tsybakov , A.B., 1992. "Estimation of support of a probability density and estimation of support functionals," CORE Discussion Papers 1992029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  18. Tsybakov, A.B. & Korostelev, A.P. & Simar, L., 1992. "Efficient Estimation of Monotone Boundaries," Papers 9209, Catholique de Louvain - Institut de statistique.
  19. Hardle, W.K. & Tsybakov, A.B., 1992. "How sensitive are average derivatives?," Discussion Paper 1992-8, Tilburg University, Center for Economic Research.
  20. Doukhan, P. & Tsybakov, A., 1992. "Non Linear ARX-Models : Probabilistic Properties and Consistent Recursive Estimation," CORE Discussion Papers 1992056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  21. Tsybakov, A.B. & Van Der Meulen, E.C., 1992. "Roott-n Consistent Estimators of Entropy for Densities with Unbounded Support," Papers 9206, Catholique de Louvain - Institut de statistique.
  22. Mammen, E. & Tsybakov, A.B., 1992. "ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries," Papers 9205, Catholique de Louvain - Institut de statistique.
  23. Polyak, B. & Tsybakov, A., 1991. "On Stochastic Approximation with Arbitrarily Dependent Noise," CORE Discussion Papers 1991060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  24. Hardle, W. & Tsybakov, A., 1990. "How many terms should be added into an additive model ?," CORE Discussion Papers 1990068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  25. Hardle, W. & Tsybakov, A., 1990. "Robust locally adaptive nonparametric regression," CORE Discussion Papers 1990028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  26. Hardle, W. & Tsybakov, A., 1990. "Remarks on sliced inverse regression," CORE Discussion Papers 1990027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. Tsybakov,A.B., 1988. "Passive stochastic approximation," Discussion Paper Serie A 207, University of Bonn, Germany.
  28. Haerdle,W. & Tsybakov,A., 1986. "Robust nonparametric regression with simultaneous scale curve estimation," Discussion Paper Serie A 59, University of Bonn, Germany.
  29. Korostelev, A.P. & Simar , L. & Tsybakov, A.B., . "On estimation of monotone and convex boundaries," CORE Discussion Papers RP -1139, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  30. Korostelev, A. P. & Simar, L. & Tsybakov, A. B., . "Estimation of monotone boundaries," CORE Discussion Papers RP -1178, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  31. HÄRDLE, Wolfgang & HART, Jeffrey & MARRON, Steve & TSYBAKOV, Alexander, . "Bandwith choice for average derivative estimation," CORE Discussion Papers RP -977, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  32. Ibragimov, I. A. & Härdle, W. & Tsybakov, A.B., . "On efficient estimation of an averaged derivative," CORE Discussion Papers RP -1127, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart, 2006. "Regularization in statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 15(2), pages 271-344, September.
  2. Goldenshluger, A. & Tsybakov, A., 2004. "Estimating the endpoint of a distribution in the presence of additive observation errors," Statistics & Probability Letters, Elsevier, vol. 68(1), pages 39-49, June.
  3. Goldenshluger, Alexander & Tsybakov, Alexandre, 2003. "Optimal prediction for linear regression with infinitely many parameters," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 40-60, January.
  4. Gérard Kerkyacharian & Dominique Picard & Lucien Birgé & Peter Hall & Oleg Lepski & Enno Mammen & Alexandre Tsybakov & G. Kerkyacharian & D. Picard, 2000. "Thresholding algorithms, maxisets and well-concentrated bases," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 9(2), pages 283-344, December.
  5. Hardle, W. & Tsybakov, A., 1997. "Local polynomial estimators of the volatility function in nonparametric autoregression," Journal of Econometrics, Elsevier, vol. 81(1), pages 223-242, November.
  6. Hardle, W. & Park, B. U. & Tsybakov, A. B., 1995. "Estimation of Non-sharp Support Boundaries," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 205-218, November.
  7. Hardle, Wolfgang & Tsybakov, A. B., 1993. "How sensitive are average derivatives?," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2011-05-24 2012-05-22 2012-10-06 2013-03-30 2013-04-06. Author is listed
  2. NEP-ORE: Operations Research (1) 2011-05-24

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