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Alexandre B. Tsybakov

Personal Details

First Name:Alexandre
Middle Name:B.
Last Name:Tsybakov
Suffix:
RePEc Short-ID:pts115
[This author has chosen not to make the email address public]

Affiliation

Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France
http://crest.science/
RePEc:edi:crestfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Eric Gautier & Christiern Rose, 2021. "High-dimensional instrumental variables regression and confidence sets," Working Papers hal-00591732, HAL.
  2. Eric Gautier & Alexandre Tsybakov, 2013. "Pivotal estimation in high-dimensional regression via linear programming," Working Papers hal-00805556, HAL.
  3. Arnak Dalalyan & Yuri Ingster & Alexandre B. Tsybakov, 2012. "Statistical Inference in Compound Functional Models," Working Papers 2012-20, Center for Research in Economics and Statistics.
  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, Center for Research in Economics and Statistics.
  5. Angelika Rohde & Alexandre Tsybakov, 2010. "Estimation on High-dimensional Low Rank Matrices," Working Papers 2010-25, Center for Research in Economics and Statistics.
  6. Yu I. Ingster & Alexandre B. Tsybakov & N. Verzelzn, 2010. "Detection Boundary in Sparse Regression," Working Papers 2010-28, Center for Research in Economics and Statistics.
  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 Karl & 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. Lepski, O. & Tsybakov, A., 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.
  11. Härdle, Wolfgang & Tsybakov, A. & Yang, L., 1996. "Nonparametric Vector Autoregression," SFB 373 Discussion Papers 1996,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  12. Härdle, Wolfgang & Tsybakov, A., 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. Härdle, Wolfgang & Tsybakov, A. B., 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. & Simar, L., 1992. "Efficient Estimation of Monotone Boundaries," Papers 9209, Catholique de Louvain - Institut de statistique.
  15. Doukhan, P. & Tsybakov, A., 1992. "Non Linear ARX-Models : Probabilistic Properties and Consistent Recursive Estimation," LIDAM Discussion Papers CORE 1992056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  16. Tsybakov, A.B. & Korostelev, A.P., 1992. "Minimax Linewise Algorithm for Image Reconstruction," Papers 9208, Catholique de Louvain - Institut de statistique.
  17. Tsybakov, A.B., 1992. "Multidimentional Change-Point Problems and Boundary Estimation," Papers 9211, Catholique de Louvain - Institut de statistique.
  18. Korostelev, A.P. & Tsybakov , A.B., 1992. "Estimation of support of a probability density and estimation of support functionals," LIDAM Discussion Papers CORE 1992029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  19. Tsybakov, A.B. & Stadtmuller, U., 1992. "Nonparametric Recursive Variance Estimation," Papers 9207, Catholique de Louvain - Institut de statistique.
  20. 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.
  21. 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.
  22. Polyak, B. & Tsybakov, A., 1991. "On Stochastic Approximation with Arbitrarily Dependent Noise," LIDAM Discussion Papers CORE 1991060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  23. Hardle, W. & Hart, J. & Marron, J. & Tsybakov, A., 1991. "Bandwidth choice for average derivative estimation," LIDAM Discussion Papers CORE 1991049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  24. Hardle, W. & Tsybakov, A., 1991. "How sensitive are average derivates ?," LIDAM Discussion Papers CORE 1991044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  25. Hardle, W. & Tsybakov, A., 1990. "Remarks on sliced inverse regression," LIDAM Discussion Papers CORE 1990027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  26. Hardle, W. & Tsybakov, A., 1990. "How many terms should be added into an additive model ?," LIDAM Discussion Papers CORE 1990068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. Hardle, W. & Tsybakov, A., 1990. "Robust locally adaptive nonparametric regression," LIDAM Discussion Papers CORE 1990028, 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;Sociedad de Estadística e Investigación Operativa, 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;Sociedad de Estadística e Investigación Operativa, 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.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  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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