Pages that link to "Item:Q1848948"

The following pages link to Risk bounds in isotonic regression (Q1848948):

Displaying 36 items.

• An improved global risk bound in concave regression (Q309525) (← links)
• A new perspective on least squares under convex constraint (Q482891) (← links)
• Nonparametric least squares estimation of a multivariate convex regression function (Q638807) (← links)
• Contraction and uniform convergence of isotonic regression (Q668612) (← links)
• Isotonic regression meets Lasso (Q668615) (← links)
• Global risk bounds and adaptation in univariate convex regression (Q748448) (← links)
• Adaptive estimation of planar convex sets (Q1650068) (← links)
• Adaptive risk bounds in unimodal regression (Q1715517) (← links)
• Optimal rates of statistical seriation (Q1715546) (← links)
• Editorial: Special issue on ``Nonparametric inference under shape constraints'' (Q1730896) (← links)
• Nonparametric shape-restricted regression (Q1730903) (← links)
• Methods for estimation of convex sets (Q1730906) (← links)
• Sharp oracle inequalities for least squares estimators in shape restricted regression (Q1750286) (← links)
• Adaptation in log-concave density estimation (Q1800802) (← links)
• Local continuity of log-concave projection, with applications to estimation under model misspecification (Q1983616) (← links)
• Towards optimal estimation of bivariate isotonic matrices with unknown permutations (Q1996765) (← links)
• Limit distribution theory for block estimators in multiple isotonic regression (Q1996768) (← links)
• Isotonic regression in multi-dimensional spaces and graphs (Q1996789) (← links)
• Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation (Q2039786) (← links)
• Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method (Q2041794) (← links)
• Confidence intervals for multiple isotonic regression and other monotone models (Q2054474) (← links)
• On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
• Isotonic regression with unknown permutations: statistics, computation and adaptation (Q2119231) (← links)
• Estimating piecewise monotone signals (Q2180071) (← links)
• The limiting behavior of isotonic and convex regression estimators when the model is misspecified (Q2188469) (← links)
• On estimation of isotonic piecewise constant signals (Q2196185) (← links)
• From Gauss to Kolmogorov: localized measures of complexity for ellipses (Q2199701) (← links)
• Adaptive confidence sets in shape restricted regression (Q2214235) (← links)
• Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
• Distribution-free properties of isotonic regression (Q2326057) (← links)
• Isotonic regression in general dimensions (Q2328048) (← links)
• On the risk of convex-constrained least squares estimators under misspecification (Q2419675) (← links)
• On risk bounds in isotonic and other shape restricted regression problems (Q2515496) (← links)
• Adaptation in multivariate log-concave density estimation (Q2656591) (← links)
• Posterior contraction and testing for multivariate isotonic regression (Q2689602) (← links)
• Coverage of credible intervals in Bayesian multivariate isotonic regression (Q6136595) (← links)