Pages that link to "Item:Q441257"
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The following pages link to Optimal model selection in density estimation (Q441257):
Displaying 10 items.
- Nonparametric weighted estimators for biased data (Q274036) (← links)
- Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
- Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression (Q1950830) (← links)
- Selecting the length of a principal curve within a Gaussian model (Q1951117) (← links)
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions (Q1951154) (← links)
- Adaptive procedure for Fourier estimators: application to deconvolution and decompounding (Q2326063) (← links)
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000) (← links)
- Should we estimate a product of density functions by a product of estimators? (Q2683188) (← links)
- Optimal Kernel Selection for Density Estimation (Q2954056) (← links)
- Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases (Q4578060) (← links)
