# Alexandre B. Tsybakov

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## Personal Details

France

http://www.crest.fr/

: 01 41 17 60 81

15 Boulevard Gabriel Peri 92245 Malakoff Cedex

RePEc:edi:crestfr (more details at EDIRC)

http://www.crest.fr/

: 01 41 17 60 81

15 Boulevard Gabriel Peri 92245 Malakoff Cedex

RePEc:edi:crestfr (more details at EDIRC)

- Eric Gautier & Alexandre Tsybakov, 2014.
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**High-dimensional instrumental variables regression and confidence sets**," Working Papers hal-00591732, HAL.- Eric Gautier & Alexandre Tsybakov, 2011.
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**High-Dimensional Instrumental Variables Regression and Confidence Sets**," Working Papers 2011-13, Centre de Recherche en Economie et Statistique.

- Eric Gautier & Alexandre Tsybakov, 2011.
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- Eric Gautier & Alexandre Tsybakov, 2013.
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**Pivotal estimation in high-dimensional regression via linear programming**," Working Papers hal-00805556, HAL.- Eric Gautier & Alexandre B, Tsybakov, 2013.
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**Pivotal Estimation in High-Dimensional Regression via Linear Programming**," Working Papers 2013-40, Centre de Recherche en Economie et Statistique. - Eric Gautier & Alexandre Tsybakov, 2013.
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**Pivotal estimation in high-dimensional regression via linear programming**," Papers 1303.7092, arXiv.org, revised Apr 2013.

- Eric Gautier & Alexandre B, Tsybakov, 2013.
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- Arnak Dalalyan & Yuri Ingster & Alexandre B. Tsybakov, 2012.
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**Statistical Inference in Compound Functional Models**," Working Papers 2012-20, Centre de Recherche en Economie et Statistique. - Yu I. Ingster & Alexandre B. Tsybakov & N. Verzelzn, 2010.
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**Detection Boundary in Sparse Regression**," Working Papers 2010-28, Centre de Recherche en Economie et Statistique. - Karim Lounici & Massimiliano Pontil & Alexandre B. Tsybakov & Sara Van De Geer, 2010.
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**Oracle Inequalities and Optimal Inference under Group Sparsity**," Working Papers 2010-35, Centre de Recherche en Economie et Statistique. - Angelika Rohde & Alexandre Tsybakov, 2010.
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**Estimation on High-dimensional Low Rank Matrices**," Working Papers 2010-25, Centre de Recherche en Economie et Statistique. - A. B. Tsybakov, 2007.
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**Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii**," Papers 0708.0124, arXiv.org. - Feldmann, David & Härdle, Wolfgang K. & Hafner, Christian M. & Hoffmann, Marc & Lepskii, Oleg V. & Tsybakov, Alexandre B., 1998.
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**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. - Mammen, Enno & Tsybakov, Aleksandr B., 1998.
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**Smooth discrimination analysis**," SFB 373 Discussion Papers 1998,4, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Wolfgang HÄRDLE & A. TSYBAKOV & L. YANG, 1996.
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**Nonparametric Vector Autoregression**," SFB 373 Discussion Papers 1996,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - O. Lepski & A. Tsybakov, 1996.
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**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. - Wolfgang HÄRDLE & A. TSYBAKOV, 1995.
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**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.- Hardle, W. & Tsybakov, A., 1997.
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**Local polynomial estimators of the volatility function in nonparametric autoregression**," Journal of Econometrics, Elsevier, vol. 81(1), pages 223-242, November.

- Hardle, W. & Tsybakov, A., 1997.
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- Wolfgang HÄRDLE & A. B. TSYBAKOV, 1994.
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**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. - Korostelev, A.P. & Tsybakov , A.B., 1992.
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**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). - Tsybakov, A.B., 1992.
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**Multidimentional Change-Point Problems and Boundary Estimation**," Papers 9211, Catholique de Louvain - Institut de statistique. - Mammen, E. & Tsybakov, A.B., 1992.
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**ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries**," Papers 9205, Catholique de Louvain - Institut de statistique. - Doukhan, P. & Tsybakov, A., 1992.
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**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). - Tsybakov, A.B. & Van Der Meulen, E.C., 1992.
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**Roott-n Consistent Estimators of Entropy for Densities with Unbounded Support**," Papers 9206, Catholique de Louvain - Institut de statistique. - Tsybakov, A.B. & Korostelev, A.P. & Simar, L., 1992.
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**Efficient Estimation of Monotone Boundaries**," Papers 9209, Catholique de Louvain - Institut de statistique. - Tsybakov, A.B. & Korostelev, A.P., 1992.
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**Minimax Linewise Algorithm for Image Reconstruction**," Papers 9208, Catholique de Louvain - Institut de statistique.- Korostelev, A. & Tsybakov, A., 1992.
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**Minimax linewise algorithm for image reconstruction**," CORE Discussion Papers 1992049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Korostelev, A. & Tsybakov, A., 1992.
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- Tsybakov, A.B. & Stadtmuller, U., 1992.
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**Nonparametric Recursive Variance Estimation**," Papers 9207, Catholique de Louvain - Institut de statistique. - Polyak, B. & Tsybakov, A., 1991.
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**On Stochastic Approximation with Arbitrarily Dependent Noise**," CORE Discussion Papers 1991060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Hardle, W. & Tsybakov, A., 1991.
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**How sensitive are average derivates ?**," CORE Discussion Papers 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Hardle, Wolfgang & Tsybakov, A. B., 1993.
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**How sensitive are average derivatives?**," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July.

- Hardle, W. & Tsybakov, A.B., 1992.
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**How Sensitive are Average Derivatives?**," Papers 9208, Tilburg - Center for Economic Research. - Härdle, W.K. & Tsybakov, A.B., 1992.
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**How sensitive are average derivatives?**," Discussion Paper 1992-8, Tilburg University, Center for Economic Research.

- Hardle, Wolfgang & Tsybakov, A. B., 1993.
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- Hardle, W. & Hart, J. & Marron, J. & Tsybakov, A., 1991.
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**Bandwidth choice for average derivative estimation**," CORE Discussion Papers 1991049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Haerdle,W. & Hart,J.D. & Marron,J.S. & Tsybakov,A.B., 1989.
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**Bandwidth choice for average derivative estimation**," Discussion Paper Serie A 200, University of Bonn, Germany. - HÄRDLE, Wolfgang & HART, Jeffrey & MARRON, Steve & TSYBAKOV, Alexander, .
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**Bandwith choice for average derivative estimation**," CORE Discussion Papers RP 977, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Haerdle,W. & Hart,J.D. & Marron,J.S. & Tsybakov,A.B., 1989.
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- Hardle, W. & Tsybakov, A., 1990.
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**Robust locally adaptive nonparametric regression**," CORE Discussion Papers 1990028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- HÄRDLE, Wolfgang & TSYBAKOV, Alexander, .
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**Robust locally adaptive non-parametric regression**," CORE Discussion Papers RP 982, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- HÄRDLE, Wolfgang & TSYBAKOV, Alexander, .
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- Hardle, W. & Tsybakov, A., 1990.
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**Remarks on sliced inverse regression**," CORE Discussion Papers 1990027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Hardle, W. & Tsybakov, A., 1990.
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**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). - Tsybakov,A.B., 1988.
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**Passive stochastic approximation**," Discussion Paper Serie A 207, University of Bonn, Germany. - Haerdle,W. & Tsybakov,A., 1986.
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**Robust nonparametric regression with simultaneous scale curve estimation**," Discussion Paper Serie A 59, University of Bonn, Germany.

- Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart, 2006.
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**Regularization in statistics**," TEST- An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(2), pages 271-344, September. - Goldenshluger, A. & Tsybakov, A., 2004.
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**Estimating the endpoint of a distribution in the presence of additive observation errors**," Statistics & Probability Letters, Elsevier, vol. 68(1), pages 39-49, June. - Goldenshluger, Alexander & Tsybakov, Alexandre, 2003.
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**Optimal prediction for linear regression with infinitely many parameters**," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 40-60, January. - Gérard Kerkyacharian & Dominique Picard & Lucien Birgé & Peter Hall & Oleg Lepski & Enno Mammen & Alexandre Tsybakov & G. Kerkyacharian & D. Picard, 2000.
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**Thresholding algorithms, maxisets and well-concentrated bases**," TEST- An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(2), pages 283-344, December. - Hardle, W. & Tsybakov, A., 1997.
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**Local polynomial estimators of the volatility function in nonparametric autoregression**," Journal of Econometrics, Elsevier, vol. 81(1), pages 223-242, November.- 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.

- Wolfgang HÄRDLE & A. TSYBAKOV, 1995.
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- Hardle, W. & Park, B. U. & Tsybakov, A. B., 1995.
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**Estimation of Non-sharp Support Boundaries**," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 205-218, November. - Hardle, Wolfgang & Tsybakov, A. B., 1993.
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**How sensitive are average derivatives?**," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 31-48, July.- Härdle, W.K. & Tsybakov, A.B., 1992.
"
**How sensitive are average derivatives?**," Discussion Paper 1992-8, Tilburg University, Center for Economic Research. - Hardle, W. & Tsybakov, A.B., 1992.
"
**How Sensitive are Average Derivatives?**," Papers 9208, Tilburg - Center for Economic Research. - Hardle, W. & Tsybakov, A., 1991.
"
**How sensitive are average derivates ?**," CORE Discussion Papers 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Härdle, W.K. & Tsybakov, A.B., 1992.
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5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-ECM: Econometrics (5) 2011-05-24 2012-05-22 2012-10-06 2013-03-30 2013-04-06. Author is listed
- NEP-ORE: Operations Research (1) 2011-05-24

#### Most cited item

- 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.

#### Most downloaded item (past 12 months)

- Eric Gautier & Alexandre Tsybakov, 2014.
"
**High-dimensional instrumental variables regression and confidence sets**," Working Papers hal-00591732, HAL.

#### Access and download statistics for all items

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