The following pages link to (Q4944751):
Displaying 50 items.
- Current status data with competing risks: consistency and rates of convergence of the MLE (Q930644) (← links)
- General frequentist properties of the posterior profile distribution (Q939665) (← links)
- The uniform laws of large numbers for the tent map (Q988121) (← links)
- Statistical M-estimation and consistency in large deformable models for image warping (Q993536) (← links)
- Fast learning rates for plug-in classifiers (Q995418) (← links)
- Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
- Convergence rates for smoothing spline estimators in varying coefficient models (Q1039474) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- Model selection in nonparametric regression (Q1394765) (← links)
- Metric and probabilistic information associated with Fredholm integral equations of the first kind (Q1425612) (← links)
- Estimating multiplicative and additive hazard functions by kernel methods (Q1429313) (← links)
- Partially linear structure identification in generalized additive models with NP-dimensionality (Q1623710) (← links)
- A new approach to estimator selection (Q1708984) (← links)
- Adaptive risk bounds in unimodal regression (Q1715517) (← links)
- A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator (Q1726715) (← links)
- Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations (Q1785032) (← links)
- Covering numbers for bounded variation functions (Q1791562) (← links)
- Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality (Q1800064) (← links)
- Adaptation in log-concave density estimation (Q1800802) (← links)
- Convex models, MLE and misspecification (Q1848856) (← links)
- Rates of convergence of posterior distributions. (Q1848879) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- How well can a regression function be estimated if the distribution of the (random) design is concentrated on a finite set? (Q1877843) (← links)
- Consistent covariate selection and post model selection inference in semiparametric regression. (Q1879925) (← links)
- Nonparametric regression with current status data (Q1881004) (← links)
- Optimal aggregation of classifiers in statistical learning. (Q1884608) (← links)
- Convergence of nonparametric functional regression estimates with functional responses (Q1950865) (← links)
- On the empirical estimation of integral probability metrics (Q1950872) (← links)
- Oracle inequalities for cross-validation type procedures (Q1950881) (← links)
- Global rates of convergence of the MLE for multivariate interval censoring (Q1951118) (← links)
- General oracle inequalities for model selection (Q1951973) (← links)
- Jump estimation in inverse regression (Q1952028) (← links)
- Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density (Q1952051) (← links)
- Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses (Q1952171) (← links)
- Semiparametric additive transformation model under current status data (Q1952246) (← links)
- Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
- Rho-estimators revisited: general theory and applications (Q1990601) (← links)
- The landscape of empirical risk for nonconvex losses (Q1991675) (← links)
- Robust Bayes-like estimation: rho-Bayes estimation (Q1996790) (← links)
- Convergence rates for the generalized Fréchet mean via the quadruple inequality (Q2008610) (← links)
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density (Q2008616) (← links)
- Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
- A penalized likelihood approach for efficiently estimating a partially linear additive transformation model with current status data (Q2044377) (← links)
- Set structured global empirical risk minimizers are rate optimal in general dimensions (Q2054522) (← links)
- The estimation for the general additive-multiplicative hazard model using the length-biased survival data (Q2066484) (← links)
- Sampling discretization of integral norms (Q2067505) (← links)
- High-dimensional quantile varying-coefficient models with dimension reduction (Q2075035) (← links)
- Nonparametric regression in nonstandard spaces (Q2084459) (← links)
- A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models (Q2084460) (← links)
- A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids (Q2105198) (← links)
