Research interests

  • Nonparametrics Statistics
  • Density and Survival estimation
  • Multiplicative measurement errors
  • Stochastic volatility models

Publications

  • (Aug/2023): 

Linear functional estimation estimation under multiplicative measurement errors, Sergio Filipe Brenner Miguel, Fabienne Comte, Jan Johannes, Bernoulli

  • (Dec/2022): 
Addressing the diagnostic gap in hypertension through possible interventions and scale-up: A microsimulation study, 

Lisa Koeppel, Sabine Dittrich, Sergio Brenner Miguel, Sergio Carmona,  Stefano Ongarello, Beatrice Vetter, Jennifer Elizabeth Cohn, Till Baernighausen, Pascal Geldsetzer, Claudia M. Denkinger, HPACC Consortium , Plos Medicine

  • (Apr/2022): 
Multiplicative deconvolution in survival analysis under dependency, Sergio Filipe Brenner Miguel, Nathawut Phandoidaen,   Statistics, Taylor & Francis
  • (Mar/2022): 

Anisotropic spectral cut-off estimation under multiplicative measurement errors, Sergio Filipe Brenner Miguel, Journal of Multivariate Analysis

  • (Jul/2021): 

Spectral cut-off regularization for density estimation under multiplicative measurement errors, Sergio  Brenner Miguel, Fabienne Comte, Jan Johannes,  Electronic Journal of Statistics  

Preprints

  • (Aug/2023): 

Multiplicative deconvolution under unknown error distribution, Sergio Brenner Miguel, Jan Johannes, Maximilian Siebel  arXiv, to appear. arXiv:2308.08423

  • (Jul/2023): 

Adaptive local density estimation in tomography, Sergio Filipe Brenner Miguel, Janine Steck  arXiv, to appear. arXiv:2306.15640

  • (Sep/2022): 

Volatility density estimation by multiplicative deconvolution, Sergio Filipe Brenner Miguel,  arXiv, to appear. arXiv:2210.00054

  • (Aug/2021): 

Multiplicative deconvolution estimator based on a ridge approach, Sergio Filipe Brenner Miguel, arXiv, to appear. arXiv:2108.01523

  • (Jan/2020): 

Data-driven aggregation in non-parametric density estimation on the real line, Sergio Filipe Brenner Miguel, Jan Johannes, arXiv, to appear. arXiv:2001.10910

Coauthors