scientific article; zbMATH DE number 1420699

From MaRDI portal
Revision as of 08:59, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4944751

zbMath0953.62049MaRDI QIDQ4944751

Sara van de Geer

Publication date: 22 March 2000


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.





Related Items (only showing first 100 items - show all)

Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fieldsStrong convergence of estimators in nonlinear autoregressive modelsHow well can a regression function be estimated if the distribution of the (random) design is concentrated on a finite set?Consistent covariate selection and post model selection inference in semiparametric regression.Optimal classification and nonparametric regression for functional dataNonparametric regression with current status dataPartially linear structure identification in generalized additive models with NP-dimensionalityVariable selection for generalized odds rate mixture cure models with interval-censored failure time dataOptimal aggregation of classifiers in statistical learning.Global rates of convergence of the MLEs of log-concave and \(s\)-concave densitiesApproximation and estimation of \(s\)-concave densities via Rényi divergencesAn improved global risk bound in concave regressionEfficient estimation for semiparametric varying-coefficient partially linear regression models with current status dataStatistical inference for nonparametric GARCH modelsMaximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status modelOptimal estimation in additive regression modelsAdaptive penalized M-estimation with current status dataRho-estimators for shape restricted density estimationUpper functions for positive random functionals. I: General setting and Gaussian random functions\(M\)-processes and applicationsFrom \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tionOn regularization algorithms in learning theoryInverse statistical learningAdaptive confidence sets in \(L^2\)\(\ell^{1}\) sparsity and applications in estimationBootstrap consistency for general semiparametric \(M\)-estimationVariable selection for high-dimensional varying coefficient partially linear models via nonconcave penaltyNonparametric estimation of multivariate elliptic densities via finite mixture sievesNonparametric (smoothed) likelihood and integral equationsModel selection in nonparametric regression\(\ell_{1}\)-penalization for mixture regression modelsEmpirical risk minimization for heavy-tailed lossesSieve M-estimation for semiparametric varying-coefficient partially linear regression modelOn the rates of convergence of simulation-based optimization algorithms for optimal stopping problemsInference on power law spatial trendsEfficient estimation of a varying-coefficient partially linear binary regression modelOn the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimationTail index estimation, concentration and adaptivityNonparametric regression with filtered dataConvergence of nonparametric functional regression estimates with functional responsesOn the empirical estimation of integral probability metricsOracle inequalities for cross-validation type proceduresGlobal rates of convergence of the MLE for multivariate interval censoringGeneral oracle inequalities for model selectionJump estimation in inverse regressionTheoretical properties of the log-concave maximum likelihood estimator of a multidimensional densityConvergence of functional \(k\)-nearest neighbor regression estimate with functional responsesSemiparametric additive transformation model under current status dataLeast squares after model selection in high-dimensional sparse modelsA new approach to estimator selectionOptimal rates of convergence for convex set estimation from support functionsNonparametric regression with martingale increment errorsSemi-parametric regression: efficiency gains from modeling the nonparametric partAdaptive risk bounds in unimodal regressionAsymptotic properties of M-estimators in linear and nonlinear multivariate regression modelsGeneral \(M\)-estimation and its bootstrapMetric and probabilistic information associated with Fredholm integral equations of the first kindEfficiency of profile likelihood in semi-parametric modelsUniform bounds for norms of sums of independent random functionsSupport vector machines with a reject optionEstimating multiplicative and additive hazard functions by kernel methodsA uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimatorCurrent status data with competing risks: consistency and rates of convergence of the MLEThe geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radiiGeneral frequentist properties of the posterior profile distributionRho-estimators revisited: general theory and applicationsThe landscape of empirical risk for nonconvex lossesRobust Bayes-like estimation: rho-Bayes estimationConvergence rates for the generalized Fréchet mean via the quadruple inequalityOn efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing densityA high-dimensional Wilks phenomenonOn the minimal penalty for Markov order estimationThe uniform laws of large numbers for the tent mapRisk estimators for choosing regularization parameters in ill-posed problems -- properties and limitationsStatistical M-estimation and consistency in large deformable models for image warpingFast learning rates for plug-in classifiersCovering numbers for bounded variation functionsShrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionalityAdaptation in log-concave density estimationDirect importance estimation for covariate shift adaptationOracle posterior contraction rates under hierarchical priorsA penalized likelihood approach for efficiently estimating a partially linear additive transformation model with current status dataSpline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient modelsGlobal risk bounds and adaptation in univariate convex regressionSet structured global empirical risk minimizers are rate optimal in general dimensionsWorst-case estimation for econometric models with unobservable componentsThe estimation for the general additive-multiplicative hazard model using the length-biased survival dataSampling discretization of integral normsAsymptotic normality of support vector machine variants and other regularized kernel methodsHigh-dimensional quantile varying-coefficient models with dimension reductionConvergence rates for smoothing spline estimators in varying coefficient modelsHigh-dimensional additive modelingNonparametric Bayesian estimation of a Hölder continuous diffusion coefficientBernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equationNonparametric regression in nonstandard spacesA non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts modelsConvex models, MLE and misspecificationRates of convergence of posterior distributions.A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoidsAn asymptotic theory for the nonparametric maximum likelihood estimator in the Cox gene model







This page was built for publication: