Pages that link to "Item:Q957721"

The following pages link to Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities (Q957721):

Displaying 35 items.

• Estimator selection in the Gaussian setting (Q141397) (← links)
• Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields (Q265267) (← links)
• Adaptive estimation in the functional nonparametric regression model (Q268736) (← links)
• Minimal penalty for Goldenshluger-Lepski method (Q335651) (← links)
• Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure (Q355129) (← links)
• Upper functions for positive random functionals. I: General setting and Gaussian random functions (Q359388) (← links)
• Spatially adaptive density estimation by localised Haar projections (Q372575) (← links)
• A concentration inequality for a Gaussian process indexed by matrices (Q511541) (← links)
• Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections (Q627291) (← links)
• Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality (Q638806) (← links)
• Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
• Nonparametric regression with martingale increment errors (Q645603) (← links)
• Uniform bounds for norms of sums of independent random functions (Q653305) (← links)
• Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach (Q714947) (← links)
• Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
• Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities (Q837541) (← links)
• A universal procedure for aggregating estimators (Q1002171) (← links)
• Nonparametric estimation of composite functions (Q1018644) (← links)
• Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
• A new approach to estimator selection (Q1708984) (← links)
• The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs (Q1983602) (← links)
• Adaptive invariant density estimation for ergodic diffusions over anisotropic classes (Q1990588) (← links)
• Structural adaptation in the density model (Q2078963) (← links)
• Aggregating estimates by convex optimization (Q2102433) (← links)
• \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis (Q2259530) (← links)
• Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
• Confidence bands in density estimation (Q2380099) (← links)
• Estimation of the density of regression errors by pointwise model selection (Q2439208) (← links)
• Adaptive estimation in the single-index model via oracle approach (Q2439930) (← links)
• Adaptive estimation under single-index constraint in a regression model (Q2448721) (← links)
• Bandwidth selection in kernel empirical risk minimization via the gradient (Q2515491) (← links)
• Adaptive confidence bands in the nonparametric fixed design regression model (Q2934387) (← links)
• UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION (Q3224039) (← links)
• (Q5043135) (← links)
• Theory of adaptive estimation (Q6200220) (← links)