Pages that link to "Item:Q2515496"

The following pages link to On risk bounds in isotonic and other shape restricted regression problems (Q2515496):

Displaying 46 items.

• An improved global risk bound in concave regression (Q309525) (← links)
• Rho-estimators for shape restricted density estimation (Q335669) (← links)
• A new perspective on least squares under convex constraint (Q482891) (← 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)
• Hypothesis testing for high-dimensional multinomials: a selective review (Q1624805) (← links)
• Adaptive estimation of planar convex sets (Q1650068) (← links)
• The asymptotic distribution of the isotonic regression estimator over a general countable pre-ordered set (Q1711573) (← links)
• Adaptive risk bounds in unimodal regression (Q1715517) (← links)
• Optimal rates of statistical seriation (Q1715546) (← links)
• Shape constraints in economics and operations research (Q1730901) (← links)
• Limit theory in monotone function estimation (Q1730902) (← 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)
• 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)
• Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
• Confidence intervals for multiple isotonic regression and other monotone models (Q2054474) (← 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)
• Isotonic regression with unknown permutations: statistics, computation and adaptation (Q2119231) (← links)
• High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
• Convergence guarantee for the sparse monotone single index model (Q2168091) (← 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)
• Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery (Q2196227) (← links)
• From Gauss to Kolmogorov: localized measures of complexity for ellipses (Q2199701) (← links)
• Adaptive confidence sets in shape restricted regression (Q2214235) (← links)
• The bias of isotonic regression (Q2293726) (← links)
• Discrete minimax estimation with trees (Q2323936) (← links)
• Isotonic regression in general dimensions (Q2328048) (← links)
• On risk bounds in isotonic and other shape restricted regression problems (Q2515496) (← links)
• Adaptation in multivariate log-concave density estimation (Q2656591) (← links)
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• Coverage of credible intervals in Bayesian multivariate isotonic regression (Q6136595) (← links)
• Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions (Q6183752) (← links)