Pages that link to "Item:Q3135006"
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The following pages link to Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates (Q3135006):
Displaying 50 items.
- Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
- Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields (Q265267) (← links)
- Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure (Q355129) (← links)
- Upper functions for positive random functionals. I: General setting and Gaussian random functions (Q359388) (← links)
- Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
- Adaptive estimation of the conditional cumulative distribution function from current status data (Q394560) (← links)
- Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections (Q627291) (← links)
- Nonparametric regression with martingale increment errors (Q645603) (← links)
- Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery (Q711050) (← links)
- Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach (Q714947) (← links)
- Optimal weighted nearest neighbour classifiers (Q741805) (← links)
- Iterative bias reduction: a comparative study (Q746347) (← links)
- On estimation of \(L_r\)-norms in Gaussian white noise models (Q783806) (← links)
- Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
- Sharp adaptive estimation of quadratic functionals (Q818813) (← links)
- Nonparametric estimation by convex programming (Q834340) (← links)
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth (Q834358) (← links)
- Parameter tuning in pointwise adaptation using a propagation approach (Q834364) (← links)
- Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities (Q837541) (← links)
- Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes (Q995842) (← links)
- Universal pointwise selection rule in multivariate function estimation (Q1002540) (← links)
- An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation (Q1017888) (← links)
- Limit distribution theory for maximum likelihood estimation of a log-concave density (Q1018642) (← links)
- Nonparametric estimation of composite functions (Q1018644) (← links)
- Maxisets for \(\mu \) -thresholding rules (Q1019109) (← links)
- Adaptation on the space of finite signed measures (Q1019532) (← links)
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes (Q1307108) (← links)
- Adaptive estimates of linear functionals (Q1326282) (← links)
- Adaptive hypothesis testing using wavelets (Q1354447) (← links)
- A constrained risk inequality with applications to nonparametric functional estimation (Q1354455) (← links)
- Optimal pointwise adaptive methods in nonparametric estimation (Q1383092) (← links)
- Wavelet regression estimation in nonparametric mixed effect models (Q1400008) (← links)
- Combining different procedures for adaptive regression (Q1582634) (← links)
- Multiresolution analysis and adaptive estimation on a sphere using stereographic wavelets (Q1633679) (← links)
- Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
- Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Adaptive simultaneous confidence intervals in non-parametric estimation (Q1771436) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Mixing strategies for density estimation. (Q1848770) (← links)
- Adaptive confidence interval for pointwise curve estimation. (Q1848779) (← links)
- Minimax risk bounds in extreme value theory (Q1848862) (← links)
- Random rates in anisotropic regression. (With discussion) (Q1848941) (← links)
- Challenging the empirical mean and empirical variance: a deviation study (Q1930659) (← links)
- Oracle inequalities for cross-validation type procedures (Q1950881) (← links)
- Laplace deconvolution with noisy observations (Q1951149) (← links)
- Adaptive estimation of convex polytopes and convex sets from noisy data (Q1951158) (← links)
- On the performances of a new thresholding procedure using tree structure (Q1951754) (← links)
- Adaptive estimation of linear functionals by model selection (Q1951783) (← links)
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs (Q1983602) (← links)
