The following pages link to Gaussian model selection (Q5945247):
Displayed 50 items.
- Statistical inference for the optimal approximating model (Q1950381) (← links)
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
- Spatial adaptation in heteroscedastic regression: propagation approach (Q1950843) (← links)
- Selecting the length of a principal curve within a Gaussian model (Q1951117) (← links)
- Model selection in regression under structural constraints (Q1951123) (← links)
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions (Q1951154) (← links)
- Adaptive estimation of linear functionals by model selection (Q1951783) (← links)
- Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression (Q1951804) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
- MAP model selection in Gaussian regression (Q1952087) (← links)
- The Lasso as an \(\ell _{1}\)-ball model selection procedure (Q1952205) (← links)
- Sparsity considerations for dependent variables (Q1952207) (← links)
- Model selection and sharp asymptotic minimaxity (Q1955840) (← links)
- Maxisets for model selection (Q2267395) (← links)
- On signal reconstruction in white noise using dictionaries (Q2269367) (← links)
- Minimal penalties for Gaussian model selection (Q2369862) (← links)
- A penalized criterion for variable selection in classification (Q2370521) (← links)
- Statistical estimation with model selection (Q2385788) (← links)
- General maximum likelihood empirical Bayes estimation of normal means (Q2388976) (← links)
- Oracle convergence rate of posterior under projection prior and Bayesian model selection (Q2437894) (← links)
- Estimating composite functions by model selection (Q2438264) (← links)
- Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
- Estimation and variable selection with exponential weights (Q2447091) (← links)
- Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding (Q2447094) (← links)
- Model selection for density estimation with \(\mathbb L_2\)-loss (Q2447292) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- On optimality of Bayesian testimation in the normal means problem (Q2466690) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). (Q2473068) (← links)
- Covariate selection for semiparametric hazard function regression models (Q2486182) (← links)
- Adaptive nonparametric confidence sets (Q2493553) (← links)
- Adapting to unknown sparsity by controlling the false discovery rate (Q2497176) (← links)
- Adaptive minimax estimation of a fractional derivative (Q2497804) (← links)
- Compensator and exponential inequalities for some suprema of counting processes (Q2497814) (← links)
- Empirical Bayes selection of wavelet thresholds (Q2583417) (← links)
- Inference for single and multiple change-points in time series (Q2864620) (← links)
- Testing the linearity in partially linear models (Q3021178) (← links)
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
- Risk hull method for spectral regularization in linear statistical inverse problems (Q3085589) (← links)
- Model selection for regression on a random design (Q3150221) (← links)
- How many bins should be put in a regular histogram (Q3373752) (← links)
- Mixture of linear mixed models for clustering gene expression profiles from repeated microarray experiments (Q3413106) (← links)
- Road trafficking description and short term travel time forecasting, with a classification method (Q3417685) (← links)
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS (Q3429888) (← links)
- Adaptive estimation with soft thresholding penalties (Q4469574) (← links)
- A Semiparametric Change-Point Regression Model for Longitudinal Observations (Q4904738) (← links)
- Prediction of time series by statistical learning: general losses and fast rates (Q5417591) (← links)
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data (Q5427394) (← links)
- Model selection for estimating the non zero components of a Gaussian vector (Q5429572) (← links)
- Nonparametric Estimation of the Hazard Function by Using a Model Selection Method: Estimation of Cancer Deaths in Hiroshima Atomic Bomb Survivors (Q5757761) (← links)