Pages that link to "Item:Q1781175"
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The following pages link to Concentration around the mean for maxima of empirical processes (Q1781175):
Displaying 50 items.
- Nonparametric weighted estimators for biased data (Q274036) (← links)
- Adaptive pointwise estimation of conditional density function (Q297473) (← links)
- Minimal penalty for Goldenshluger-Lepski method (Q335651) (← links)
- Adaptive estimation of the conditional cumulative distribution function from current status data (Q394560) (← links)
- Optimal model selection in density estimation (Q441257) (← links)
- New concentration inequalities for suprema of empirical processes (Q470061) (← links)
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate (Q470511) (← links)
- Optimal adaptive estimation of the relative density (Q497865) (← links)
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
- A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
- Estimation for Lévy processes from high frequency data within a long time interval (Q548536) (← links)
- A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression (Q627287) (← links)
- Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections (Q627291) (← links)
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
- The multiplicative coalescent, inhomogeneous continuum random trees, and new universality classes for critical random graphs (Q681525) (← links)
- Adaptive density estimation: A curse of support? (Q710759) (← links)
- Adaptive functional linear regression (Q741806) (← links)
- Regression function estimation as a partly inverse problem (Q778881) (← links)
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
- A few remarks on the operator norm of random Toeplitz matrices (Q966501) (← links)
- Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
- Nonparametric estimation for pure jump Lévy processes based on high frequency data (Q1045792) (← links)
- Laguerre and Hermite bases for inverse problems (Q1657860) (← links)
- On concentration for (regularized) empirical risk minimization (Q1688423) (← links)
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) (Q1733113) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression (Q1950830) (← links)
- Adaptive density estimation in the pile-up model involving measurement errors (Q1950890) (← links)
- Anisotropic adaptive kernel deconvolution (Q1951512) (← links)
- Nonparametric adaptive estimation for pure jump Lévy processes (Q1958507) (← links)
- Drift estimation on non compact support for diffusion models (Q2021393) (← links)
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
- Concentration inequalities for bounded functionals via log-Sobolev-type inequalities (Q2042053) (← links)
- On a Nadaraya-Watson estimator with two bandwidths (Q2044390) (← links)
- Kernel estimation for Lévy driven stochastic convolutions (Q2063036) (← links)
- Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence (Q2067681) (← links)
- Concentration inequalities for suprema of unbounded empirical processes (Q2077176) (← links)
- Concentration of scalar ergodic diffusions and some statistical implications (Q2077347) (← links)
- Framelet block thresholding estimator for sparse functional data (Q2078569) (← links)
- A no-free-lunch theorem for multitask learning (Q2112800) (← links)
- Global correction of projection estimators under local constraint (Q2131966) (← links)
- Anisotropic spectral cut-off estimation under multiplicative measurement errors (Q2140868) (← links)
- Semiparametric inference for mixtures of circular data (Q2154957) (← links)
- Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density (Q2239311) (← links)
- Anisotropic multivariate deconvolution using projection on the Laguerre basis (Q2242844) (← links)
- About the rate function in concentration inequalities for suprema of bounded empirical processes (Q2274265) (← links)
- Regression function estimation on non compact support in an heteroscesdastic model (Q2303034) (← links)
- Adaptive Laguerre density estimation for mixed Poisson models (Q2346525) (← links)
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000) (← links)
- Least squares type estimation of the transition density of a particular hidden Markov chain (Q2426823) (← links)
