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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

On Convergence and Convolutions of Random Signed Measures
R Nickl
– Journal of Theoretical Probability
(2008)
22,
38
A simple adaptive estimator of the integrated square of a density
E Ginc, R Nickl
– Bernoulli
(2008)
14,
47
An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
E Gine, R Nickl
– Probability Theory and Related Fields
(2008)
143,
569
Uniform central limit theorems for Kernel density estimators
E Gine, R Nickl
– Probability Theory and Related Fields
(2007)
141,
333
Bracketing metric entropy rates and empirical central limit theorems for function classes of besov- and sobolev-type
R Nickl, BM Potscher
– Journal of Theoretical Probability
(2007)
20,
177
Empirical and Gaussian processes on Besov classes
R Nickl
(2006)
51,
185
Donsker-type theorems for nonparametric maximum likelihood estimators
R Nickl
– Probability Theory and Related Fields
(2006)
138,
411
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Research Groups

Cantab Capital Institute for the Mathematics of Information
Statistical Laboratory

Room

D2.05

Telephone

01223 765020