The following pages link to (Q4328414):
Displaying 50 items.
- Predictive learning via rule ensembles (Q71543) (← links)
- Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
- Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise (Q344025) (← links)
- Adaptive confidence sets in \(L^2\) (Q365709) (← links)
- Spatially adaptive density estimation by localised Haar projections (Q372575) (← links)
- Sparse-smooth regularized singular value decomposition (Q391596) (← links)
- Honest and adaptive confidence sets in \(L_p\) (Q391835) (← links)
- A nonparametric empirical Bayes approach to adaptive minimax estimation (Q391864) (← links)
- Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression (Q393540) (← links)
- On the integrated squared error of the linear wavelet density estimator (Q394569) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Shrinkage estimation for identification of linear components in additive models (Q419212) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Transfer function models with time-varying coefficients (Q428348) (← links)
- Wavelets in functional data analysis: estimation of multidimensional curves and their derivatives (Q434909) (← links)
- Wavelet based estimation for the derivative of a density by block thresholding under random censorship (Q459486) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- Smooth predictive model fitting in regression (Q512005) (← links)
- Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals (Q525596) (← links)
- Sparse linear discriminant analysis by thresholding for high dimensional data (Q548558) (← links)
- Improved parameter estimation by noise compensation in the time-scale domain (Q612540) (← links)
- On minimaxity of block thresholded wavelets under elliptical symmetry (Q622448) (← links)
- Wavelet estimation of conditional density with truncated, censored and dependent data (Q631610) (← links)
- Curve denoising by multiscale singularity detection and geometric shrinkage (Q643641) (← links)
- Estimation of the intensity of non-homogeneous point processes via wavelets (Q652617) (← links)
- Adaptive orthogonal series density estimation for small samples (Q671664) (← links)
- The total variation flow in \(\mathbb R^N\) (Q701086) (← links)
- Convergence rate of cross-validation in nonlinear wavelet regression estimation. (Q701625) (← links)
- On posterior distribution of Bayesian wavelet thresholding (Q710785) (← links)
- Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery (Q711050) (← links)
- Wavelet based estimation of the derivatives of a density for a negatively associated process (Q715784) (← links)
- On oracle inequalities related to data-driven hard thresholding (Q718892) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Nonparametric regression with warped wavelets and strong mixing processes (Q825064) (← links)
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth (Q834358) (← links)
- Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities (Q837541) (← links)
- Uniform limit theorems for wavelet density estimators (Q838011) (← links)
- Nonparametric reconstruction of a multifractal function from noisy data (Q843705) (← links)
- A continuous Gaussian approximation to a nonparametric regression in two dimensions (Q850735) (← links)
- On the minimax optimality of wavelet estimators with censored data (Q872066) (← links)
- Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases (Q887247) (← links)
- Nonlinear wavelet density estimation with data missing at random when covariates are present (Q889153) (← links)
- Multivariate orthogonal series estimates for random design regression (Q935455) (← links)
- Iterative thresholding algorithms (Q942154) (← links)
- On the block thresholding wavelet estimators with censored data (Q943596) (← links)
- Adaptive variance function estimation in heteroscedastic nonparametric regression (Q955129) (← links)
- Regularization using a parameterized trust region subproblem (Q959940) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation (Q973180) (← links)
- Total variation, adaptive total variation and nonconvex smoothly clipped absolute deviation penalty for denoising blocky images (Q975156) (← links)
