Pages that link to "Item:Q5365671"

The following pages link to An alternative point of view on Lepski's method (Q5365671):

Displaying 39 items.

• Minimal penalty for Goldenshluger-Lepski method (Q335651) (← links)
• Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
• Adaptive density estimation in deconvolution problems with unknown error distribution (Q485934) (← links)
• Adaptive estimation of marginal random-effects densities in linear mixed-effects models (Q498604) (← links)
• Locally stationary long memory estimation (Q544490) (← links)
• High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
• Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities (Q837541) (← links)
• Tail index estimation, concentration and adaptivity (Q902214) (← links)
• Adaptive tests of linear hypotheses by model selection (Q1394764) (← links)
• Minimax Euclidean separation rates for testing convex hypotheses in \(\mathbb{R}^{d}\) (Q1627564) (← links)
• On the post selection inference constant under restricted isometry properties (Q1627565) (← links)
• Multidimensional two-component Gaussian mixtures detection (Q1650120) (← links)
• Optimal change point detection in Gaussian processes (Q1681057) (← links)
• Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators (Q1700386) (← links)
• Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function (Q1781158) (← links)
• Oracle inequalities for inverse problems (Q1848959) (← links)
• Confidence balls in Gaussian regression. (Q1879942) (← links)
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
• Non asymptotic minimax rates of testing in signal detection with heterogeneous variances (Q1950805) (← links)
• Adaptive estimation of linear functionals by model selection (Q1951783) (← links)
• The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs (Q1983602) (← links)
• Classification with many classes: challenges and pluses (Q2008227) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• Consistency of a range of penalised cost approaches for detecting multiple changepoints (Q2084454) (← links)
• Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses (Q2091840) (← links)
• Consistency of invariance-based randomization tests (Q2091850) (← links)
• Two-sample testing of high-dimensional linear regression coefficients via complementary sketching (Q2105203) (← links)
• Testing the regularity of a smooth signal (Q2345129) (← links)
• Minimal penalties for Gaussian model selection (Q2369862) (← links)
• Adaptive confidence bands (Q2426627) (← links)
• Adaptive nonparametric estimation for Lévy processes observed at low frequency (Q2434500) (← links)
• Anisotropic function estimation using multi-bandwidth Gaussian processes (Q2448734) (← links)
• A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes (Q2676877) (← links)
• Theory of Classification: a Survey of Some Recent Advances (Q3373749) (← links)
• Adaptive tests for periodic signal detection with applications to laser vibrometry (Q3373753) (← links)
• Spline regression for hazard rate estimation when data are censored and measured with error (Q6088213) (← links)
• Adaptive and efficient estimation in the Gaussian sequence model (Q6101706) (← links)
• From robust tests to Bayes-like posterior distributions (Q6145688) (← links)
• Off-policy evaluation in partially observed Markov decision processes under sequential ignorability (Q6183750) (← links)