The following pages link to Gaussian model selection (Q5945247):
Displayed 50 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
- Penalized projection estimators of the Aalen multiplicative intensity (Q151324) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Estimation of matrices with row sparsity (Q327303) (← links)
- Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133) (← links)
- Adaptive confidence sets in \(L^2\) (Q365709) (← links)
- Adaptive and optimal online linear regression on \(\ell^1\)-balls (Q391734) (← links)
- Honest and adaptive confidence sets in \(L_p\) (Q391835) (← links)
- Risk hull method and regularization by projections of ill-posed inverse problems (Q449941) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- Sparse recovery under weak moment assumptions (Q520739) (← links)
- Estimating the joint distribution of independent categorical variables via model selection (Q605871) (← links)
- Optimal rates for plug-in estimators of density level sets (Q605890) (← links)
- Adaptive estimation for Hawkes processes; application to genome analysis (Q605927) (← links)
- Rejoinder to the comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619145) (← links)
- A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression (Q627287) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
- Model selection for simplicial approximation (Q656812) (← links)
- Simple arbitrage (Q691114) (← links)
- Generalized mirror averaging and \(D\)-convex aggregation (Q734528) (← links)
- Slope heuristics: overview and implementation (Q746224) (← links)
- Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
- Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities (Q837541) (← links)
- Adaptive density estimation using the blockwise Stein method (Q850749) (← links)
- Regularization in statistics (Q882931) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- General model selection estimation of a periodic regression with a Gaussian noise (Q907060) (← links)
- Adaptive estimation of stationary Gaussian fields (Q973870) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
- Mixing least-squares estimators when the variance is unknown (Q1002537) (← links)
- On the stability of the risk hull method for projection estimators (Q1011518) (← links)
- A simple forward selection procedure based on false discovery rate control (Q1018611) (← links)
- Empirical Bayesian test of the smoothness (Q1019516) (← links)
- Joint segmentation of wind speed and direction using a hierarchical model (Q1020656) (← links)
- Gaussian model selection with an unknown variance (Q1020973) (← links)
- Estimation of the conditional risk in classification: the swapping method (Q1023660) (← links)
- Adaptive tests of linear hypotheses by model selection (Q1394764) (← links)
- Local inference by penalization method for biclustering model (Q1631204) (← links)
- Solution of linear ill-posed problems by model selection and aggregation (Q1639200) (← links)
- Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
- A new approach to estimator selection (Q1708984) (← links)
- Consistent change-point detection with kernels (Q1711585) (← links)
- An introduction to the Bayes information criterion: theoretical foundations and interpretation (Q1733295) (← links)
- Model selection for Gaussian regression with random design (Q1763101) (← links)