Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
From MaRDI portal
Publication:1275858
DOI10.2307/3318720zbMath0954.62033OpenAlexW2086874647MaRDI QIDQ1275858
Publication date: 28 January 2001
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1174324984
Related Items (only showing first 100 items - show all)
Semiparametric Estimation by Model Selection for Locally Stationary Processes ⋮ Adaptive estimation of the dynamics of a discrete time stochastic volatility model ⋮ Penalized contrast estimation in functional linear models with circular data ⋮ Semiparametric estimation of signaling games with equilibrium refinement ⋮ Splines for Financial Volatility ⋮ Unnamed Item ⋮ Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases ⋮ Deconvolution for some singular density errors via a combinatorial median of means approach ⋮ Minimax rates for conditional density estimation via empirical entropy ⋮ Should we estimate a product of density functions by a product of estimators? ⋮ From robust tests to Bayes-like posterior distributions ⋮ Linear functional estimation under multiplicative measurement error ⋮ Improving model performance with the integrated wavelet denoising method ⋮ Deep nonparametric regression on approximate manifolds: nonasymptotic error bounds with polynomial prefactors ⋮ Nonparametric multiple regression by projection on non-compactly supported bases ⋮ Non compact estimation of the conditional density from direct or noisy data ⋮ Raking-ratio empirical process with auxiliary information learning ⋮ ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Two-stage model selection procedures in partially linear regression ⋮ Some applications of concentration inequalities to statistics ⋮ Cytometry inference through adaptive atomic deconvolution ⋮ Adaptive estimation of a quadratic functional of a density by model selection ⋮ Nonparametric regression with additional measurement errors in the dependent variable ⋮ BlockShrink Wavelet Density Estimator in ϕ-Mixing Framework ⋮ Optimal Adaptation for Early Stopping in Statistical Inverse Problems ⋮ Randomized allocation with arm elimination in a bandit problem with covariates ⋮ Theory of Classification: a Survey of Some Recent Advances ⋮ An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations ⋮ Road trafficking description and short term travel time forecasting, with a classification method ⋮ Model selection for regression on a random design ⋮ On least squares estimation under heteroscedastic and heavy-tailed errors ⋮ About the constants in Talagrand's concentration inequalities for empirical processes. ⋮ Adaptive estimation in the functional nonparametric regression model ⋮ Nonparametric weighted estimators for biased data ⋮ Consistent covariate selection and post model selection inference in semiparametric regression. ⋮ Parameter tuning in pointwise adaptation using a propagation approach ⋮ Minimal penalties for Gaussian model selection ⋮ Adaptive pointwise estimation of conditional density function ⋮ Aggregated hold out for sparse linear regression with a robust loss function ⋮ Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes ⋮ Convergence rates of deep ReLU networks for multiclass classification ⋮ Model selection by bootstrap penalization for classification ⋮ Statistical estimation with model selection ⋮ On the nonparametric inference of coefficients of self-exciting jump-diffusion ⋮ Rho-estimators for shape restricted density estimation ⋮ Risk bounds for statistical learning ⋮ Estimating the joint distribution of independent categorical variables via model selection ⋮ On methods of sieves and penalization ⋮ On the stability and accuracy of least squares approximations ⋮ Adaptive estimation of the conditional cumulative distribution function from current status data ⋮ Nonparametric estimation for survival data with censoring indicators missing at random ⋮ Nonparametric density estimation in presence of bias and censoring ⋮ Estimator selection: a new method with applications to kernel density estimation ⋮ The Bennett-Orlicz norm ⋮ Multivariate Hadamard self-similarity: testing fractal connectivity ⋮ Least squares type estimation of the transition density of a particular hidden Markov chain ⋮ Non-asymptotic adaptive prediction in functional linear models ⋮ Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space ⋮ Adaptive estimation of the conditional intensity of marker-dependent counting processes ⋮ Non-parametric adaptive estimation of the drift for a jump diffusion process ⋮ Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression ⋮ Adaptive density estimation in the pile-up model involving measurement errors ⋮ Optimal model selection in heteroscedastic regression using piecewise polynomial functions ⋮ Anisotropic adaptive kernel deconvolution ⋮ Cumulative distribution function estimation under interval censoring case 1 ⋮ Exponential bounds for minimum contrast estimators ⋮ Adaptive estimation of covariance matrices via Cholesky decomposition ⋮ On the consistency of Fréchet means in deformable models for curve and image analysis ⋮ Estimation of the density of regression errors by pointwise model selection ⋮ Warped bases for conditional density estimation ⋮ Auxiliary information: the raking-ratio empirical process ⋮ Nonparametric density estimation in compound Poisson processes using convolution power estimators ⋮ Minimax optimal procedures for testing the structure of multidimensional functions ⋮ Nonparametric adaptive estimation for pure jump Lévy processes ⋮ Margin-adaptive model selection in statistical learning ⋮ Model selection for hazard rate estimation in presence of censoring ⋮ Model selection for density estimation with \(\mathbb L_2\)-loss ⋮ Nonparametric estimation for stochastic differential equations with random effects ⋮ Adaptive and minimax estimation of the cumulative distribution function given a functional covariate ⋮ Confidence intervals for the mean based on exponential type inequalities and empirical likelihood ⋮ Sieve \(M\) inference on irregular parameters ⋮ New adaptive strategies for nonparametric estimation in linear mixed models ⋮ Robust linear least squares regression ⋮ Penalized nonparametric mean square estimation of the coefficients of diffusion processes ⋮ Adaptive pointwise estimation for pure jump Lévy processes ⋮ Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model ⋮ Nonparametric estimation of the stationary density and the transition density of a Markov chain ⋮ A new method for estimation and model selection: \(\rho\)-estimation ⋮ Adaptive estimation of the hazard rate with multiplicative censoring ⋮ Rho-estimators revisited: general theory and applications ⋮ Adaptive estimation of the transition density of a particular hidden Markov chain ⋮ Super optimal rates for nonparametric density estimation via projection estimators ⋮ Covariate selection for semiparametric hazard function regression models ⋮ Estimation for Lévy processes from high frequency data within a long time interval ⋮ A new algorithm for fixed design regression and denoising ⋮ Monte Carlo algorithms for optimal stopping and statistical learning ⋮ Concentration inequalities and asymptotic results for ratio type empirical processes ⋮ Adaptive goodness-of-fit tests in a density model
This page was built for publication: Minimum contrast estimators on sieves: Exponential bounds and rates of convergence