The following pages link to László Györfi (Q175422):
Displaying 50 items.
- On the strong universal consistency of a series type regression estimate (Q1360379) (← links)
- A nearest neighbor estimate of the residual variance (Q1639197) (← links)
- On the strong universal consistency of nearest neighbor regression function estimates (Q1805556) (← links)
- Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (Q1808834) (← links)
- Strong universal pointwise consistency of some regression function estimates (Q1808841) (← links)
- A distribution-free theory of nonparametric regression (Q1847952) (← links)
- Nonparametric inference for ergodic, stationary time series (Q1922412) (← links)
- Lower bounds on the rate of convergence of nonparametric regression estimates (Q1969139) (← links)
- Strongly universally consistent nonparametric regression and classification with privatised data (Q2044383) (← links)
- Tail probabilities of St. Petersburg sums, trimmed sums, and their limit (Q2412518) (← links)
- Kernel density estimation from ergodic sample is not universally consistent (Q2563616) (← links)
- (Q2757195) (← links)
- An Open Problem on Strongly Consistent Learning of the Best Prediction for Gaussian Processes (Q2787364) (← links)
- Strongly Consistent Detection for Nonparametric Hypotheses (Q2805736) (← links)
- Large Deviations of χ 2 Divergence Errors on Partitions (Q2833352) (← links)
- (Q2888931) (← links)
- (Q2888932) (← links)
- (Q2888934) (← links)
- (Q2888935) (← links)
- (Q2892528) (← links)
- (Q2896082) (← links)
- Empirical Portfolio Selection Strategies With Proportional Transaction Costs (Q2989730) (← links)
- (Q3041077) (← links)
- (Q3049618) (← links)
- (Q3154712) (← links)
- (Q3212127) (← links)
- (Q3308881) (← links)
- (Q3336497) (← links)
- (Q3349794) (← links)
- Asymptotic Behavior of Multitype Nearly Critical Galton--Watson Processes with Immigration (Q3462254) (← links)
- The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples (Q3486671) (← links)
- Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring (Q3522989) (← links)
- Growth Optimal Investment with Transaction Costs (Q3529914) (← links)
- Nonparametric Independence Tests: Space Partitioning and Kernel Approaches (Q3529919) (← links)
- (Q3539597) (← links)
- Individual Convergence Rates in Empirical Vector Quantizer Design (Q3546516) (← links)
- On the Asymptotic Properties of a Nonparametric<tex>$L_1$</tex>-Test Statistic of Homogeneity (Q3546569) (← links)
- Sequential Prediction of Unbounded Stationary Time Series (Q3548154) (← links)
- Nonparametric Estimation of Conditional Distributions (Q3548834) (← links)
- Nonparametric sequential prediction of time series (Q3569202) (← links)
- Quantization for Nonparametric Regression (Q3604423) (← links)
- St. Petersburg Portfolio Games (Q3648744) (← links)
- (Q3746678) (← links)
- Superimposed codes in R/sup n/ (Q3807125) (← links)
- Stochastic approximation from ergodic sample for linear regression (Q3857607) (← links)
- On the rate of convergence of nearest neighbor rules (Corresp.) (Q3871744) (← links)
- (Q3875083) (← links)
- A block code for noiseless asynchronous multiple-access OR channel (Corresp.) (Q3918023) (← links)
- The rate of convergence of<tex>k_n</tex>-NN regression estimates and classification rules (Corresp.) (Q3920469) (← links)
- (Q3928056) (← links)
