Pages that link to "Item:Q2641420"

The following pages link to Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type (Q2641420):

Displaying 37 items.

• Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression (Q393540) (← links)
• Uniform central limit theorems for the Grenander estimator (Q491404) (← links)
• On posterior distribution of Bayesian wavelet thresholding (Q710785) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• Uniform limit theorems for wavelet density estimators (Q838011) (← links)
• Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
• Uniform central limit theorems for kernel density estimators (Q929370) (← links)
• On convergence and convolutions of random signed measures (Q1014058) (← links)
• Adaptation on the space of finite signed measures (Q1019532) (← links)
• Variance reduction in Monte Carlo estimators via empirical variance minimization (Q1709870) (← links)
• A Donsker theorem for Lévy measures (Q1762342) (← links)
• A uniform central limit theorem and efficiency for deconvolution estimators (Q1950913) (← links)
• Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
• On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
• Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
• Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
• Directional differentiability for supremum-type functionals: statistical applications (Q2174996) (← links)
• Variance reduction for Markov chains with application to MCMC (Q2195839) (← links)
• Bounding the expectation of the supremum of empirical processes indexed by Hölder classes (Q2239314) (← links)
• Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators (Q2261906) (← links)
• Global uniform risk bounds for wavelet deconvolution estimators (Q2429928) (← links)
• On the uniform convergence of empirical norms and inner products, with application to causal inference (Q2452107) (← links)
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
• High-frequency Donsker theorems for Lévy measures (Q2634896) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• (Q4986379) (← links)
• Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC (Q4995114) (← links)
• (Q5053236) (← links)
• (Q5149257) (← links)
• Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
• (Q5214208) (← links)
• Score-based causal learning in additive noise models (Q5739677) (← links)
• A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model (Q5863561) (← links)
• Donsker theorems for occupation measures of multi-dimensional periodic diffusions (Q6177610) (← links)
• Asset pricing with neural networks: significance tests (Q6193024) (← links)
• Limit theorems for entropic optimal transport maps and Sinkhorn divergence (Q6200901) (← links)
• Estimation of non-smooth non-parametric estimating equations models with dependent data (Q6655921) (← links)