The following pages link to Adaptive Dantzig density estimation (Q629798):
Displaying 14 items.
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
- Penalized logspline density estimation using total variation penalty (Q830579) (← links)
- Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation (Q892492) (← links)
- Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
- Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding (Q1697478) (← links)
- Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood (Q1737972) (← links)
- High-dimensional additive hazards models and the lasso (Q1950827) (← links)
- A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models (Q2084460) (← links)
- Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
- Compressive statistical learning with random feature moments (Q2664824) (← links)
- Compressive Gaussian Mixture Estimation (Q3460835) (← links)
- Sparse recovery from extreme eigenvalues deviation inequalities (Q5228345) (← links)
- Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression (Q6144429) (← links)
