Pages that link to "Item:Q1326244"
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The following pages link to Rates of convergence for minimum contrast estimators (Q1326244):
Displaying 50 items.
- Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities (Q292869) (← links)
- Approximation and estimation of \(s\)-concave densities via Rényi divergences (Q292894) (← links)
- Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class (Q309534) (← links)
- Local asymptotic minimax theory for block-decreasing densities (Q433749) (← links)
- Optimal rates of convergence for convex set estimation from support functions (Q450039) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
- Quasi-concave density estimation (Q605936) (← links)
- Nonparametric estimation of multivariate convex-transformed densities (Q620567) (← links)
- Contraction and uniform convergence of isotonic regression (Q668612) (← links)
- Parametric estimation. Finite sample theory (Q741810) (← links)
- Global risk bounds and adaptation in univariate convex regression (Q748448) (← links)
- Parameter tuning in pointwise adaptation using a propagation approach (Q834364) (← links)
- Empirical risk minimization in inverse problems (Q847644) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
- Inference and modeling with log-concave distributions (Q907958) (← links)
- Asymptotic theory for maximum likelihood in nonparametric mixture models (Q951805) (← links)
- Convergence rates for logspline tomography (Q1275421) (← links)
- Least-square estimation for regression on random designs for absolutely regular observations (Q1284581) (← links)
- Minimax risk over \(l_ p\)-balls for \(l_ q\)-error (Q1333570) (← links)
- Semiparametric likelihood ratio inference (Q1372844) (← links)
- Mutual information, metric entropy and cumulative relative entropy risk (Q1383090) (← links)
- On methods of sieves and penalization (Q1383094) (← links)
- Information-theoretic determination of minimax rates of convergence (Q1578277) (← links)
- Smooth discrimination analysis (Q1583889) (← links)
- Learning without concentration for general loss functions (Q1647935) (← links)
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures (Q1663617) (← links)
- Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
- Entropy of convex functions on \(\mathbb R^d\) (Q1691434) (← links)
- Adaptive risk bounds in unimodal regression (Q1715517) (← links)
- Covering numbers for bounded variation functions (Q1791562) (← links)
- Convergence rates of posterior distributions. (Q1848786) (← links)
- Semi-parametric estimation in the nonlinear structural errors-in-variables model (Q1848855) (← links)
- Convex models, MLE and misspecification (Q1848856) (← links)
- Risk bounds in isotonic regression (Q1848948) (← links)
- The statistical work of Lucien Le Cam. (Q1848952) (← links)
- M-estimation using penalties or sieves (Q1866217) (← links)
- Optimal aggregation of classifiers in statistical learning. (Q1884608) (← links)
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions (Q1951154) (← links)
- Exponential bounds for minimum contrast estimators (Q1951999) (← links)
- A local maximal inequality under uniform entropy (Q1952182) (← links)
- Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter (Q1954763) (← links)
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
- Isotonic regression in multi-dimensional spaces and graphs (Q1996789) (← links)
- Robust estimation of a location parameter with the integrated Hogg function (Q2006764) (← links)
- Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method (Q2041794) (← links)
- Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
- Set structured global empirical risk minimizers are rate optimal in general dimensions (Q2054522) (← links)
- Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
- On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
