The following pages link to Estimating a regression function (Q921773):
Displaying 50 items.
- Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class (Q309534) (← links)
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171) (← links)
- Contraction and uniform convergence of isotonic regression (Q668612) (← links)
- State price density estimation via nonparametric mixtures (Q985015) (← links)
- Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator (Q1260728) (← links)
- Least-square estimation for regression on random designs for absolutely regular observations (Q1284581) (← links)
- Rates of convergence for minimum contrast estimators (Q1326244) (← links)
- Minimax risk over \(l_ p\)-balls for \(l_ q\)-error (Q1333570) (← links)
- Locally adaptive regression splines (Q1355186) (← links)
- Model selection in nonparametric regression (Q1394765) (← links)
- A general projection framework for constrained smoothing. (Q1431205) (← links)
- Goodness-of-fit test for nonparametric regression models: smoothing spline ANOVA models as example (Q1662327) (← links)
- Adaptive risk bounds in unimodal regression (Q1715517) (← links)
- Optimal rates of statistical seriation (Q1715546) (← links)
- Nonparametric shape-restricted regression (Q1730903) (← links)
- On the degrees of freedom in shape-restricted regression. (Q1848815) (← links)
- Risk bounds in isotonic regression (Q1848948) (← links)
- M-estimation using penalties or sieves (Q1866217) (← links)
- M-type estimators of regression function with applications (Q1907901) (← links)
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
- Isotonic regression in multi-dimensional spaces and graphs (Q1996789) (← links)
- A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time (Q2006839) (← links)
- Set structured global empirical risk minimizers are rate optimal in general dimensions (Q2054522) (← links)
- Total variation regularized Fréchet regression for metric-space valued data (Q2073719) (← links)
- On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
- The limiting behavior of isotonic and convex regression estimators when the model is misspecified (Q2188469) (← links)
- A Bayesian perspective of statistical machine learning for big data (Q2203387) (← links)
- Empirical risk minimization and complexity of dynamical models (Q2215723) (← links)
- Uniform nonparametric inference for time series (Q2227073) (← links)
- Efficient estimation in single index models through smoothing splines (Q2295045) (← links)
- Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
- Isotonic regression in general dimensions (Q2328048) (← links)
- Least squares sieve estimation of mixture distributions with boundary effects (Q2355260) (← links)
- Statistical estimation with model selection (Q2385788) (← links)
- Penalized empirical likelihood estimation of semiparametric models (Q2426738) (← links)
- Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions (Q2473076) (← links)
- Nonlinear least-squares estimation (Q2489768) (← links)
- Adapting to unknown sparsity by controlling the false discovery rate (Q2497176) (← links)
- Nonparametric regression with additional measurement errors in the dependent variable (Q2499087) (← links)
- Convergence of algorithms for reconstructing convex bodies and directional measures (Q2500455) (← links)
- On risk bounds in isotonic and other shape restricted regression problems (Q2515496) (← links)
- A nonparametric test of fit of a parametric model (Q2638689) (← links)
- Adaptive estimation for an inverse regression model with unknown operator (Q2909817) (← links)
- Asymptotic normality in mixture models (Q3127361) (← links)
- Theory of Classification: a Survey of Some Recent Advances (Q3373749) (← links)
- Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates (Q3942221) (← links)
- Applied regression analysis bibliography update 1990-91 (Q4202675) (← links)
- Sur la convergence des tests de Schlee et de Yatchew (Q4527906) (← links)