The following pages link to Alessio Sancetta (Q265301):
Displayed 29 items.
- Greedy algorithms for prediction (Q265302) (← links)
- Online forecast combinations of distributions: worst case bounds (Q289175) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- Strong law of large numbers for pairwise positive quadrant dependent random variables (Q625310) (← links)
- Bootstrap model selection for possibly dependent and heterogeneous data (Q904102) (← links)
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory (Q996979) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Weak conditions for shrinking multivariate nonparametric density estimators (Q1941446) (← links)
- Testing subspace restrictions in the presence of high dimensional nuisance parameters (Q2084475) (← links)
- Semiparametric estimation of a class of generalized linear models without smoothing (Q2252891) (← links)
- Sample covariance shrinkage for high dimensional dependent data (Q2482137) (← links)
- Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric (Q2489842) (← links)
- Consistent estimation of a general nonparametric regression function in time series (Q2628866) (← links)
- Universality of Bayesian predictions (Q2633896) (← links)
- Rejoinder: ``Universality of Bayesian predictions'' (Q2633898) (← links)
- Weak convergence of laws on \(\mathbb R^{K}\) with common marginals (Q2641433) (← links)
- An Open Problem on Strongly Consistent Learning of the Best Prediction for Gaussian Processes (Q2787364) (← links)
- A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA (Q3465607) (← links)
- RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA (Q3557552) (← links)
- (Q3633251) (← links)
- Consistency Results for Stationary Autoregressive Processes With Constrained Coefficients (Q4611455) (← links)
- ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES (Q4643224) (← links)
- Molten lava meets market languor (Q4646803) (← links)
- Dynamic programming and mean‐variance hedging in discrete time (Q4676169) (← links)
- Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions (Q4928513) (← links)
- Estimation in Reproducing Kernel Hilbert Spaces With Dependent Data (Q5001484) (← links)
- Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines* (Q5310696) (← links)
- A Recursive Algorithm for Mixture of Densities Estimation (Q5346332) (← links)
- ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS (Q6078283) (← links)