Y. Yatracos

发表

Rates of Convergence of Minimum Distance Estimators and Kolmogorov's Entropy

Y. Yatracos, 1985 .

Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression

Y. Yatracos, Theodoros Nicoleris, 1997 .

A Lower Bound on the Error in Nonparametric Regression Type Problems

Y. Yatracos, 1988 .

A note on L1 consistent estimation

Y. Yatracos, 1988 .

On the rare species of a population

Y. Yatracos, 1995 .

Balancing scores for simultaneous comparisons of multiple treatments

Y. Yatracos, 2015 .

Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling

Y. Yatracos, 2002 .

Variance and clustering

Y. Yatracos, 1998 .

The Derivative of Influence Function, Location Breakdown Point, Group Leverage and Regression Residuals' Plots

Y. Yatracos, 2016, 1607.04384.

Fiducial Matching for the Approximate Posterior: F-ABC

Y. Yatracos, 2020, 2007.06038.

Concerns on Monotonic Imbalance Bounding Matching Methods

Y. Yatracos, 2013, 1301.0891.

Phenotypic Convergence of Cryptocurrencies

W. Härdle, Y. Yatracos, M. Kolossiatis, 2019, SSRN Electronic Journal.

Distributional divergence, statistical experiments and consequences in option pricing

Y. Yatracos, 2018 .

Information in stock prices and some consequences: A model-free approach

Y. Yatracos, 2015, 1501.07473.

MLE's bias pathology, Model Updated Maximum Likelihood Estimates and Wallace's Minimum Message Length method

Y. Yatracos, 2013, 1312.7713.

On the shrinkage estimation of variance

Y. Yatracos, G. Biau, 2012 .

Limitations of the Wasserstein MDE for univariate data

Y. Yatracos, 2022, Statistics and Computing.

Detecting Clusters in the Data from Variance Decompositions of Its Projections

Y. Yatracos, 2013, Journal of Classification.

Minimum distance regression-type estimates with rates under weak dependence

Y. Yatracos, G. Roussas, 1996 .

Bias reduction with Variable Percent Bias Reducing matching

Y. Yatracos, 2016 .

Detecting Clusters in the Data from Variance Decompositions of Its Projections

Yannis G. Yatracos, Y. Yatracos, 2013, J. Classif..

Linear least squares regression: a different view

Y. Yatracos, 1996 .

A note on Tukey's polyefficiency

Y. Yatracos, 1991 .

L 1 -optimal estimates for a regression type function in R d

Y. Yatracos, 1992 .

A Regression Type Problem

Y. Yatracos, 1989 .

Dependence and the dimensionality reduction principle

Y. Yatracos, 2004 .

Equal percent bias reduction and variance proportionate modifying properties with mean–covariance preserving matching

Y. Yatracos, 2013 .

EDI-GRAPHIC: A TOOL TO STUDY PARAMETER DISCRIMINATION AND CONFIRM IDENTIFIABILITY IN BLACK-BOX MODELS, AND TO SELECT DATA-GENERATING MACHINES

Y. Yatracos, 2023, Journal of Computational and Graphical Statistics.

Limitations of the Wasserstein MDE for univariate data

Y. Yatracos, 2022, Statistics and Computing.

On prediction and mean squared error

Yannis G. Yatracos, Y. Yatracos, 1992 .

The asymptotic distribution of a cluster-index for i.i.d. normal random variables

Y. Yatracos, 2009, 0906.2334.

Plug-in L2-upper error bounds in deconvolution, for a mixing density estimate in Rd and for its derivatives, via the L1-error for the mixture

Y. Yatracos, 2019, Statistics.

On the shrinkage estimation of variance and Pitman closeness criterion

Y. Yatracos, G. Biau, 2012 .

On the shrinkage estimation of variance Titre : Sur l ’ estimation de la variance par “ shrinkage ”

Y. Yatracos, G. Biau, 2012 .

Residual's influence index (RINFIN), bad leverage and unmasking in high dimensional L2‐regression

Y. Yatracos, 2021, Stat. Anal. Data Min..

Plug-in error bounds for a mixing density estimate in $R^d,$ and for its derivatives

Y. Yatracos, 2015, 1510.06940.

A new method to obtain risk neutral probability, without stochastic calculus and price modeling, confirms the universal validity of Black-Scholes-Merton formula and volatility's role

Y. Yatracos, 2013, 1304.4929.

Modeling stock price returns and pricing a European option with Le Cam's statistical experiments, without stochastic calculus

Y. Yatracos, 2013 .

Equal percent bias reduction and variance proportionate modifying properties with mean–covariance preserving matching

Y. Yatracos, 2013 .

Causal inference for multiple treatments via sufficiency and ratios of generalized propensity scores

Y. Yatracos, 2012 .

On the existence of uniformly consistent estimates

Y. Yatracos, 1985 .

Are cryptos becoming alternative assets?

W. Härdle, Y. Yatracos, M. Kolossiatis, 2021, The European Journal of Finance.

A Statistical Classification of Cryptocurrencies

W. Härdle, Y. Yatracos, M. Kolossiatis, 2020 .

A SMALL SAMPLE OPTIMALITY PROPERTY OF THE M.L.E.

Y. Yatracos, 1998 .

Simultaneous causal inference for multiple treatments via sufficiency

Y. Yatracos, 2014, 1408.0619.

Option pricing, Bayes risks and Applications

Y. Yatracos, 2013, 1304.5156.