Pages that link to "Item:Q989178"

The following pages link to Uniform convergence of Vapnik-Chervonenkis classes under ergodic sampling (Q989178):

Displaying 17 items.

• Censored quantile regression processes under dependence and penalization (Q471971) (← links)
• Uniform approximation of Vapnik-Chervonenkis classes (Q1932231) (← links)
• The universal Glivenko-Cantelli property (Q1950380) (← links)
• Discrepancy-based theory and algorithms for forecasting non-stationary time series (Q2188766) (← links)
• Statistical learning based on Markovian data maximal deviation inequalities and learning rates (Q2202513) (← links)
• Modeling of time series using random forests: theoretical developments (Q2209824) (← links)
• Empirical risk minimization and complexity of dynamical models (Q2215723) (← links)
• Sequential complexities and uniform martingale laws of large numbers (Q2257118) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
• Measuring the Capacity of Sets of Functions in the Analysis of ERM (Q2805728) (← links)
• Entropy and the uniform mean ergodic theorem for a family of sets (Q2826773) (← links)
• Instrument variable method based on nonlinear transformed instruments for Hammerstein system identification (Q4555759) (← links)
• Independent block identification in multivariate time series (Q4997685) (← links)
• (Q5149035) (← links)
• (Q5159394) (← links)
• Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
• Portfolio selection in non-stationary markets (Q5862157) (← links)