Pages that link to "Item:Q5900422"

The following pages link to Introduction to nonparametric estimation (Q5900422):

Displaying 50 items.

• Adaptive and minimax estimation of the cumulative distribution function given a functional covariate (Q470511) (← links)
• Asymptotic equivalence for regression under fractional noise (Q482907) (← links)
• Optimal exponential bounds on the accuracy of classification (Q485316) (← links)
• Tight minimax rates for manifold estimation under Hausdorff loss (Q491418) (← links)
• Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725) (← links)
• Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171) (← links)
• Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model (Q495369) (← links)
• Optimal adaptive estimation of the relative density (Q497865) (← links)
• Reducing bias in nonparametric density estimation via bandwidth dependent kernels: \(L_1\) view (Q511539) (← links)
• Penalized B-spline estimator for regression functions using total variation penalty (Q511676) (← links)
• Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields (Q513769) (← links)
• Minimal conditions for consistent variable selection in high dimension (Q533994) (← links)
• Spectral estimation of the Lévy density in partially observed affine models (Q544516) (← links)
• Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
• Estimation of high-dimensional low-rank matrices (Q548539) (← links)
• Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional (Q548545) (← links)
• Optimal rates for plug-in estimators of density level sets (Q605890) (← links)
• Sparsity in multiple kernel learning (Q620564) (← links)
• Nonparametric estimation of the anisotropic probability density of mixed variables (Q631611) (← links)
• Statistical analysis of self-similar conservative fragmentation chains (Q637108) (← links)
• Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence (Q645442) (← links)
• Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion (Q661157) (← links)
• Optimal estimation of the mean function based on discretely sampled functional data: phase transition (Q661158) (← links)
• Optimal rates for regularization of statistical inverse learning problems (Q667648) (← links)
• Isotonic regression meets Lasso (Q668615) (← links)
• Corruption-tolerant bandit learning (Q669323) (← links)
• A two-dimensional backward heat problem with statistical discrete data (Q682025) (← links)
• Robust matrix completion (Q682808) (← links)
• Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
• Nonparametric adaptive estimation for grouped data (Q729714) (← links)
• Minimax convergence rates for kernel CCA (Q739596) (← links)
• On the consistency of inversion-free parameter estimation for Gaussian random fields (Q739606) (← links)
• Optimal rates of convergence for sparse covariance matrix estimation (Q741791) (← links)
• Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
• Iterative bias reduction: a comparative study (Q746347) (← links)
• Regularized solution for a biharmonic equation with discrete data (Q777219) (← links)
• Regression function estimation as a partly inverse problem (Q778881) (← links)
• Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift (Q782802) (← links)
• Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
• Frame-constrained total variation regularization for white noise regression (Q820796) (← links)
• Adaptive robust estimation in sparse vector model (Q820801) (← links)
• A convex optimization approach to high-dimensional sparse quadratic discriminant analysis (Q820816) (← links)
• Nonparametric regression with warped wavelets and strong mixing processes (Q825064) (← links)
• Asymptotic accuracy in estimation of a fractional signal in a small white noise (Q827934) (← links)
• Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
• Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250) (← links)
• Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
• Estimation of functionals of sparse covariance matrices (Q892255) (← links)
• An extension of Chesneau's theorem (Q893444) (← links)
• Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series (Q893910) (← links)