Pages that link to "Item:Q1291160"
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The following pages link to Risk bounds for model selection via penalization (Q1291160):
Displaying 50 items.
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
- Penalized projection estimators of the Aalen multiplicative intensity (Q151324) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields (Q265267) (← links)
- Nonparametric weighted estimators for biased data (Q274036) (← links)
- Another look at statistical learning theory and regularization (Q280403) (← links)
- Adaptive pointwise estimation of conditional density function (Q297473) (← links)
- Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class (Q309534) (← links)
- Minimal penalty for Goldenshluger-Lepski method (Q335651) (← links)
- Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133) (← links)
- Upper functions for positive random functionals. I: General setting and Gaussian random functions (Q359388) (← links)
- Adaptive confidence sets in \(L^2\) (Q365709) (← links)
- Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
- Honest and adaptive confidence sets in \(L_p\) (Q391835) (← links)
- Convolution power kernels for density estimation (Q419268) (← links)
- The rate of the convergence of the mean score in random sequence comparison (Q433905) (← links)
- Optimal model selection in density estimation (Q441257) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Risk hull method and regularization by projections of ill-posed inverse problems (Q449941) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Sieve-based confidence intervals and bands for Lévy densities (Q453294) (← links)
- Margin-adaptive model selection in statistical learning (Q453298) (← links)
- Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
- Optimal adaptive estimation of the relative density (Q497865) (← links)
- A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
- Adaptive estimation of the hazard rate with multiplicative censoring (Q511669) (← links)
- Minimax estimation of the conditional cumulative distribution function (Q541768) (← links)
- Density estimation by the penalized combinatorial method (Q558002) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Nonparametric density estimation in presence of bias and censoring (Q619090) (← links)
- A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression (Q627287) (← links)
- Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections (Q627291) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
- On the number of groups in clustering (Q645416) (← links)
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Uniform bounds for norms of sums of independent random functions (Q653305) (← links)
- Model selection for simplicial approximation (Q656812) (← links)
- The principle of penalized empirical risk in severely ill-posed problems (Q706328) (← links)
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
- Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach (Q714947) (← links)
- Robust forecast combinations (Q738116) (← links)
- Adaptive functional linear regression (Q741806) (← links)
- APPLE: approximate path for penalized likelihood estimators (Q746326) (← links)
- Global risk bounds and adaptation in univariate convex regression (Q748448) (← links)
- Regression function estimation as a partly inverse problem (Q778881) (← links)
- Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth (Q834358) (← links)
