Pages that link to "Item:Q2438264"
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The following pages link to Estimating composite functions by model selection (Q2438264):
Displayed 10 items.
- Estimation of the transition density of a Markov chain (Q405506) (← links)
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
- Nonparametric regression using deep neural networks with ReLU activation function (Q2215715) (← 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)
- Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
- Model selection for density estimation with \(\mathbb L_2\)-loss (Q2447292) (← links)
- Model selection for Poisson processes with covariates (Q2786477) (← links)
- Estimating the conditional density by histogram type estimators and model selection (Q5350274) (← links)
- Estimating a regression function in exponential families by model selection (Q6201869) (← links)