Ordered linear smoothers
From MaRDI portal
Publication:1339694
DOI10.1214/AOS/1176325498zbMath0815.62022OpenAlexW2064674496MaRDI QIDQ1339694
Publication date: 29 June 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325498
kernel estimatorssmoothing splinesrates of convergenceprobability boundsnonparametric regressionJames-Stein estimationminimax spline smoothersmultivariate meanordered linear smoothers
Density estimation (62G07) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Related Items (53)
On risk concentration for convex combinations of linear estimators ⋮ Statistical properties of the method of regularization with periodic Gaussian reproducing kernel ⋮ Minimal penalties for Gaussian model selection ⋮ ADAPTIVE ESTIMATION IN A HETEROSCEDASTIC NONPARAMETRIC REGRESSION ⋮ Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities ⋮ Adaptive density estimation using the blockwise Stein method ⋮ Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey ⋮ Hybid shrinkage estimators using penalty bases for the ordinal one-way layout ⋮ Oracle inequalities for the stochastic differential equations ⋮ Adaptation over parametric families of symmetric linear estimators ⋮ Alternating least squares in generalized linear models ⋮ Ordered smoothers with exponential weighting ⋮ On universal oracle inequalities related to high-dimensional linear models ⋮ Empirical risk minimization as parameter choice rule for general linear regularization methods ⋮ Exponential weighting and oracle inequalities for projection estimates ⋮ Efficient robust nonparametric estimation in a semimartingale regression model ⋮ Nonparametric registration to low-dimensional function spaces ⋮ Adaptive and efficient estimation in the Gaussian sequence model ⋮ Unnamed Item ⋮ Sharp oracle inequalities for aggregation of affine estimators ⋮ Adaptive spectral regularizations of high dimensional linear models ⋮ Oracle convergence rate of posterior under projection prior and Bayesian model selection ⋮ Concentration inequalities for the exponential weighting method ⋮ Robust model selection for a semimartingale continuous time regression from discrete data ⋮ Aggregation for Gaussian regression ⋮ SURE Estimates for a Heteroscedastic Hierarchical Model ⋮ Spectral cut-off regularizations for ill-posed linear models ⋮ The principle of penalized empirical risk in severely ill-posed problems ⋮ The Stein hull ⋮ Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression ⋮ On oracle inequalities related to data-driven hard thresholding ⋮ Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models ⋮ Noise level estimation in high-dimensional linear models ⋮ Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations ⋮ Tikhonov-Phillips regularizations in linear models with blurred design ⋮ Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout ⋮ Sparse estimation by exponential weighting ⋮ Smoothing splines estimators for functional linear regression ⋮ A universal procedure for aggregating estimators ⋮ Estimator of prediction error based on approximate message passing for penalized linear regression ⋮ Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression ⋮ Modulation of estimators and confidence sets. ⋮ Risk hull method for spectral regularization in linear statistical inverse problems ⋮ Second-order Stein: SURE for SURE and other applications in high-dimensional inference ⋮ Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE? ⋮ On adaptive estimation of linear functionals from observations against white noise ⋮ Minimax estimation in linear regression under restrictions ⋮ Oracle inequalities for inverse problems ⋮ Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes ⋮ Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors ⋮ The Stein effect for Fréchet means ⋮ Spline adaptation to smoothness ⋮ ASP fits to multi-way layouts
This page was built for publication: Ordered linear smoothers
