The following pages link to Michael Kohler (Q225682):
Displaying 46 items.
- Correction to: ``On the strong universal consistency of local averaging regression estimates'' (Q2330534) (← links)
- Estimation of a regression function corresponding to latent~variables (Q2348106) (← links)
- An introduction to statistics and its applications (Q2364732) (← links)
- Asymptotic confidence intervals for Poisson regression (Q2373450) (← links)
- Nonparametric estimation of a conditional density (Q2397051) (← links)
- Nonparametric estimation of a function from noiseless observations at random points (Q2401355) (← links)
- A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599) (← links)
- Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data (Q2489756) (← links)
- Nonparametric regression with additional measurement errors in the dependent variable (Q2499087) (← links)
- Nonasymptotic bounds on the \(L_{2}\) error of neural network regression estimates (Q2502135) (← links)
- Smoothing spline regression estimation based on real and artificial data (Q2516570) (← links)
- Estimation of a regression function on a manifold by fully connected deep neural networks (Q2676904) (← links)
- On the rate of convergence of a deep recurrent neural network estimate in a regression problem with dependent data (Q2692553) (← links)
- Adaptive Density Estimation from Data Containing Bounded Measurement Errors (Q2833360) (← links)
- Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory (Q2875744) (← links)
- Nonparametric Quantile Estimation Based on Surrogate Models (Q2976580) (← links)
- Adaptive Density Estimation From Data With Small Measurement Errors (Q2977443) (← links)
- Estimation of a Density Using Real and Artificial Data (Q2989389) (← links)
- A Review on Regression-based Monte Carlo Methods for Pricing American Options (Q3059063) (← links)
- Adaptive regression estimation with multilayer feedforward neural networks (Q3369526) (← links)
- Estimation of a density in a simulation model (Q3455248) (← links)
- On the Rate of Convergence of Local Averaging Plug-In Classification Rules Under a Margin Condition (Q3548228) (← links)
- Nonparametric Estimation of Conditional Distributions (Q3548834) (← links)
- PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS (Q3576955) (← links)
- (Q4255340) (← links)
- (Q4381665) (← links)
- Nonparametric regression estimation using penalized least squares (Q4544753) (← links)
- Adaptive Estimation of Quantiles in a Simulation Model (Q4566648) (← links)
- Estimation of quantiles from data with additional measurement errors (Q4601245) (← links)
- Estimation of a Density From an Imperfect Simulation Model (Q4629913) (← links)
- Uncertainty Quantification in Case of Imperfect Models: A Non‐Bayesian Approach (Q4685451) (← links)
- Estimation of a Regression Function by Maxima of Minima of Linear Functions (Q4975739) (← links)
- An $L_{2}$-Boosting Algorithm for Estimation of a Regression Function (Q4975990) (← links)
- Estimation of a Function of Low Local Dimensionality by Deep Neural Networks (Q5088528) (← links)
- Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps (Q5191261) (← links)
- Nonparametric estimation of time-dependent quantiles in a simulation model (Q5220362) (← links)
- ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS (Q5247425) (← links)
- Adaptive density estimation based on real and artificial data (Q5256275) (← links)
- Weakly Universally Consistent Forecasting of Stationary and Ergodic Time Series (Q5272142) (← links)
- Nonparametric Regression Based on Hierarchical Interaction Models (Q5280857) (← links)
- Fixed-design regression estimation based on real and artificial data (Q5299875) (← links)
- Estimation of extreme quantiles in a simulation model (Q5742402) (← links)
- Nonparametric regression function estimation using interaction least squares splines and complexity regularization. (Q5953727) (← links)
- Adaptive Estimation of a Conditional Density (Q6086459) (← links)
- Convergence rates for shallow neural networks learned by gradient descent (Q6137712) (← links)
- Analysis of the rate of convergence of two regression estimates defined by neural features which are easy to implement (Q6200889) (← links)
