Pages that link to "Item:Q2369862"
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The following pages link to Minimal penalties for Gaussian model selection (Q2369862):
Displaying 50 items.
- FDR-control in multiscale change-point segmentation (Q153065) (← links)
- Clustering multivariate functional data in group-specific functional subspaces (Q160298) (← links)
- The discriminative functional mixture model for a comparative analysis of bike sharing systems (Q262344) (← links)
- Nonparametric weighted estimators for biased data (Q274036) (← links)
- Adaptive deconvolution of linear functionals on the nonnegative real line (Q313097) (← links)
- Minimal penalty for Goldenshluger-Lepski method (Q335651) (← links)
- Clustering and variable selection for categorical multivariate data (Q367219) (← links)
- Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions (Q402320) (← links)
- Optimal model selection in density estimation (Q441257) (← links)
- Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach (Q457969) (← links)
- Optimal adaptive estimation of the relative density (Q497865) (← links)
- A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
- Estimating the joint distribution of independent categorical variables via model selection (Q605871) (← links)
- Adaptive estimation for Hawkes processes; application to genome analysis (Q605927) (← links)
- Adaptive Dantzig density estimation (Q629798) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← 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)
- Model selection for simplicial approximation (Q656812) (← links)
- Exact posterior distributions and model selection criteria for multiple change-point detection problems (Q693323) (← links)
- Adaptive density estimation: A curse of support? (Q710759) (← links)
- An improved \(C_p\) criterion for spline smoothing (Q710806) (← links)
- On oracle inequalities related to data-driven hard thresholding (Q718892) (← links)
- Slope heuristics: overview and implementation (Q746224) (← links)
- Non-asymptotic adaptive prediction in functional linear models (Q900804) (← links)
- Finite mixture regression: a sparse variable selection by model selection for clustering (Q902208) (← links)
- Data-driven neighborhood selection of a Gaussian field (Q962389) (← links)
- Adaptive estimation of stationary Gaussian fields (Q973870) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
- Consistencies and rates of convergence of jump-penalized least squares estimators (Q1002154) (← links)
- Mixing least-squares estimators when the variance is unknown (Q1002537) (← links)
- Gaussian model selection with an unknown variance (Q1020973) (← links)
- Risk bounds for model selection via penalization (Q1291160) (← links)
- Solution of linear ill-posed problems by model selection and aggregation (Q1639200) (← links)
- Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
- Consistent change-point detection with kernels (Q1711585) (← links)
- Consistent order estimation for nonparametric hidden Markov models (Q1715538) (← links)
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) (Q1733113) (← links)
- New efficient algorithms for multiple change-point detection with reproducing kernels (Q1796951) (← links)
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
- Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression (Q1950830) (← links)
- Selecting the length of a principal curve within a Gaussian model (Q1951117) (← links)
- Model selection in regression under structural constraints (Q1951123) (← links)
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions (Q1951154) (← links)
- A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
- Jump estimation in inverse regression (Q1952028) (← links)
- Near optimal thresholding estimation of a Poisson intensity on the real line (Q1952048) (← links)
- MAP model selection in Gaussian regression (Q1952087) (← links)
