Slope meets Lasso: improved oracle bounds and optimality, Annals of Statistics, vol.46, pp.3603-3642, 2018. ,
Pivotal estimation via Square-Root Lasso in nonparametric regression, Annals of Statistics, vol.42, pp.757-788, 2014. ,
Tsybakov Sparse covariance matrix estimation in high-dimensional deconvolution ,
Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model, Bernoulli, vol.11, pp.309-340, 2005. ,
URL : https://hal.archives-ouvertes.fr/hal-00101845
Optimal rates of convergence for estimating the null and proportion of non-null effects in large-scale multiple testing, Annals of Statistics, vol.38, pp.100-145, 2010. ,
Adaptive estimation of the sparsity in the Gaussian vector model, Annals of Statistics, vol.47, pp.93-126, 2019. ,
Robust covariance and scatter matrix estimation under Huber's contamination model, Annals of Statistics, vol.46, 1932. ,
Minimax estimation of linear and quadratic functionals under sparsity constraints, Annals of Statistics, vol.45, pp.923-958, 2017. ,
Optimal adaptive estimation of linear functionals under sparsity, Annals of Statistics, vol.46, pp.3130-3150, 2018. ,
URL : https://hal.archives-ouvertes.fr/hal-01425801
Maximum entropy and the nearly black object, Journal of the Royal Statistical Society. Series B, vol.54, pp.41-81, 1992. ,
Pivotal estimation in high-dimensional regression via linear programming, Empirical Inference. Festschrift in Honor of Vladimir N. Vapnik, B.Schölkopf, pp.195-204, 2013. ,
URL : https://hal.archives-ouvertes.fr/hal-00805556
On estimation of the noise variance in high-dimensional linear models ,
Optimal estimation of genetic relatedness in highdimensional linear models, J. of the American Statist. Assoc, 2018. ,
Robust Statistics, 1981. ,
, Statistical Estimation. Asymptotic Theory, 1981.
EigenPrism: inference for high dimensional signal-to-noise ratios, Journal of the Royal Statistical Society. Series B, vol.79, pp.1037-1065, 2017. ,
Estimation of the covariance structure of heavy-tailed distributions ,
, Limit Theorems of Probability Theory, 1995.
, Empirical Processes with Applications to Statistics, 1986.
Scaled sparse linear regression, Biometrika, vol.99, pp.879-898, 2012. ,
Introduction to Nonparametric Estimation, 2009. ,
Minimax risks for sparse regressions: Ultra-high dimensional phenomenons. Electronic, J. of Statist, vol.6, pp.38-90, 2012. ,
URL : https://hal.archives-ouvertes.fr/hal-00508339
Adaptive estimation of high-dimensional signal-to-noise ratios, Bernoulli, vol.24, pp.3683-3710, 2018. ,
All of Statistics, 2005. ,
, , 91764.