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Tests for qualitative features in the random coefficients model

Dunker, Fabian, Eckle, Konstantin, Proksch, Katharina, and Schmidt-Hieber, Johannes
Electronic Journal of Statistics Volume 13, Number 2 (2019), 2257-2306.

Journal article

Bayesian linear regression with sparse priors

Castillo, Ismaël, Schmidt-Hieber, Johannes, and van der Vaart, Aad
The Annals of Statistics Volume 43, Number 5 (October 2015), 1986-2018.

Journal article

On adaptive posterior concentration rates

Hoffmann, Marc, Rousseau, Judith, and Schmidt-Hieber, Johannes
The Annals of Statistics Volume 43, Number 5 (October 2015), 2259-2295.

Journal article

Asymptotic equivalence for regression under fractional noise

Schmidt-Hieber, Johannes
The Annals of Statistics Volume 42, Number 6 (December 2014), 2557-2585.

Journal article

Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information

Sabel, Till and Schmidt-Hieber, Johannes
Bernoulli Volume 20, Number 2 (May 2014), 747-774.

Journal article

Multiscale methods for shape constraints in deconvolution: Confidence statements for qualitative features

Schmidt-Hieber, Johannes, Munk, Axel, and Dümbgen, Lutz
The Annals of Statistics Volume 41, Number 3 (June 2013), 1299-1328.

Journal article

Lower bounds for volatility estimation in microstructure noise models

Munk, Axel and Schmidt-Hieber, Johannes
From: James O. Berger, T. Tony Cai and Iain M. Johnstone, eds., Borrowing Strength: Theory Powering Applications – A Festschrift for Lawrence D. Brown (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2010)

Book chapter

Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise

Munk, Axel and Schmidt-Hieber, Johannes
Electronic Journal of Statistics Volume 4, (2010), 781-821.

Journal article
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