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Faculty of Mathematics

 

 

Professor of Mathematical Statistics

Research Interests: Mathematical Statistics; specifically high-dimensional inference, Bayesian nonparametrics, statistics for PDEs and inverse problems, empirical process theory.

 

 

Publications

A Donsker theorem for Lévy measures
R Nickl, M Reiß
– Journal of Functional Analysis
(2012)
263,
3306
Rates of contraction for posterior distributions in Lr-metrics, 1 ≤ r ≤ ∞
E Giné, R Nickl
– The Annals of Statistics
(2011)
39,
2883
ON ADAPTIVE INFERENCE AND CONFIDENCE BANDS
M Hoffmann, R Nickl
– The Annals of Statistics
(2011)
39,
2383
Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
G Kerkyacharian, R Nickl, D Picard
– PROBABILITY THEORY AND RELATED FIELDS
(2011)
153,
363
GLOBAL UNIFORM RISK BOUNDS FOR WAVELET DECONVOLUTION ESTIMATORS
K Lounici, R Nickl
– The Annals of Statistics
(2011)
39,
201
Efficient simulation-based minimum distance estimation and indirect inference
R Nickl, BM Pötscher
– Mathematical Methods of Statistics
(2011)
19,
327
Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections
E Giné, R Nickl
– BERNOULLI
(2010)
16,
1137
CONFIDENCE BANDS IN DENSITY ESTIMATION
E Giné, R Nickl
– The Annals of Statistics
(2010)
38,
1122
UNIFORM LIMIT THEOREMS FOR WAVELET DENSITY ESTIMATORS
E Giné, R Nickl
– The Annals of Probability
(2009)
37,
1605
Uniform central limit theorems for sieved maximum likelihood and trigonometric series estimators on the unit circle
R Nickl
(2009)
5,
338
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Research Group

Statistical Laboratory

Room

D2.05

Telephone

01223 765020