Pages that link to "Item:Q644788"

The following pages link to Estimator selection with respect to Hellinger-type risks (Q644788):

Displaying 18 items.

• Estimator selection in the Gaussian setting (Q141397) (← links)
• Robust estimation on a parametric model via testing (Q282553) (← links)
• Rho-estimators for shape restricted density estimation (Q335669) (← links)
• Adaptive statistical inference. Abstracts from the workshop held March 9--15, 2014. (Q347193) (← links)
• Estimation of the transition density of a Markov chain (Q405506) (← links)
• A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
• Learning from MOM's principles: Le Cam's approach (Q2010482) (← links)
• Tests and estimation strategies associated to some loss functions (Q2041653) (← links)
• Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method (Q2041794) (← links)
• A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning (Q2044333) (← links)
• Targeted cross-validation (Q2108483) (← links)
• Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
• Estimation of the density of a determinantal process (Q2339145) (← links)
• Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
• Estimating composite functions by model selection (Q2438264) (← links)
• Model selection for Poisson processes with covariates (Q2786477) (← links)
• Estimating the conditional density by histogram type estimators and model selection (Q5350274) (← links)
• Density estimation under local differential privacy and Hellinger loss (Q6160979) (← links)