RICHARD NICKL
Postdoctoral Fellow
Department
of Mathematics
University
of Connecticut
Office: Math-Science
Building
M-416
E-mail:
nickl@math.uconn.edu
Phone: (860) 486-8388
Office Hours: MW
8:00-9:00 am, or by appointment.
______________________________
COURSES (Spring 2008)
Math
232 Introduction to Stochastic Processes (MWF
12-12:50 pm)
Math
273 Analysis (MWF 11-11:50 am)
______________________________
RESEARCH
-
Probability and asymptotic statistics in infinite dimensions
-
Empirical processes
Publications:
[1] Bracketing Metric Entropy Rates and Empirical
Central Limit Theorems for Function Classes of Besov- and Sobolev-Type.
(with
B.M. Pötscher)
Journal of
Theoretical Probability 20
(2007), 177-199.
[Download]
[2] Donsker-Type Theorems for Nonparametric Maximum
Likelihood Estimators.
Probability
Theory and Related Fields 138
(2007), 411-449. [
Download].
[3]
Empirical
and Gaussian Processes on Besov classes. In: High Dimensional
Probability IV (editors: E. Giné, V. Kolchinskii, W. Li, J.
Zinn).
IMS Lecture Notes
51 (2006), 185-195.
[Download]
[4] Uniform Central Limit Theorems for Kernel
Density Estimators. (with E. Giné).
Probability Theory and
Related Fields, forthcoming. [
Download].
[5] A Simple Adaptive Estimator of the
Integrated Square of a Density. (with E. Giné).
Bernoulli, forthcoming.
[
Download]
[6] An Exponential Inequality for the
Distribution Function of the Kernel Density Estimator, with
Applications to Adaptive Estimation. (with E. Giné).
Probability Theory
and
Related Fields, forthcoming. [
Download]
Corrections: to paper [3]
Preprints:
[7] On Convergence and Convolutions of Random
Signed measures.
[8] Uniform Central Limit Theorems for Density
Estimators.
[9] Uniform Limit Theorems for Wavelet Density Estimators. (with E.
Giné).
[10] Uniform Central Limit Theorems for the
Grenander Estimator.
Curriculum
Vitae
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Link: Some recent pictures
from my trips to the Alps in Austria.