Minimal penalty for Goldenshluger-Lepski method (Q335651): Difference between revisions

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+Risk bounds for model selection via penalization
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+Adaptive pointwise estimation of conditional density function
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+An alternative point of view on Lepski's method
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+Minimal penalties for Gaussian model selection
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+Penalization<i>versus</i>Goldenshluger − Lepski strategies in warped bases regression
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+Anisotropic adaptive kernel deconvolution
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+Density estimation by wavelet thresholding
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+Nonparametric Estimation of the Division Rate of a Size-Structured Population
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+Universal pointwise selection rule in multivariate function estimation
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+Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
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+Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
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+General Selection Rule from a Family of Linear Estimators
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+On adaptive minimax density estimation on \(\mathbb R^d\)
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+Concentration around the mean for maxima of empirical processes
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+Minimal penalty for Goldenshluger-Lepski method
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+Adaptive estimation of linear functionals by model selection
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+On a Problem of Adaptive Estimation in Gaussian White Noise
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