Pages that link to "Item:Q697472"

The following pages link to Variance estimation for high-dimensional regression models (Q697472):

Displaying 17 items.

• Partitioning estimation of local variance based on nearest neighbors under censoring (Q725665) (← links)
• Nonparametric least squares estimation in derivative families (Q736532) (← links)
• Frame-constrained total variation regularization for white noise regression (Q820796) (← links)
• Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
• Variance function estimation in multivariate nonparametric regression with fixed design (Q958912) (← links)
• Variational multiscale nonparametric regression: smooth functions (Q1650131) (← links)
• Asymptotically optimal differenced estimators of error variance in nonparametric regression (Q1658531) (← links)
• Spatial adaptation in heteroscedastic regression: propagation approach (Q1950843) (← links)
• Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
• Residual variance estimation using a nearest neighbor statistic (Q2267583) (← links)
• Estimating residual variance in random forest regression (Q2275646) (← links)
• Variance estimation in nonparametric regression via the difference sequence method (Q2466688) (← links)
• Deep learning for inverse problems with unknown operator (Q2689599) (← links)
• Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours (Q3145414) (← links)
• Strictly monotone and smooth nonparametric regression for two or more variables (Q5295952) (← links)
• Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (Q5738832) (← links)
• Adaptive minimax optimality in statistical inverse problems via SOLIT—Sharp Optimal Lepskiĭ-Inspired Tuning (Q6136775) (← links)