The following pages link to (Q4944751):
Displaying 50 items.
- Direct importance estimation for covariate shift adaptation (Q144623) (← links)
- Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields (Q265267) (← links)
- Optimal classification and nonparametric regression for functional data (Q282559) (← links)
- Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities (Q292869) (← links)
- Approximation and estimation of \(s\)-concave densities via Rényi divergences (Q292894) (← links)
- An improved global risk bound in concave regression (Q309525) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- Rho-estimators for shape restricted density estimation (Q335669) (← links)
- Upper functions for positive random functionals. I: General setting and Gaussian random functions (Q359388) (← links)
- Inverse statistical learning (Q364201) (← links)
- Adaptive confidence sets in \(L^2\) (Q365709) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- Nonparametric (smoothed) likelihood and integral equations (Q393616) (← links)
- Inference on power law spatial trends (Q418245) (← links)
- Optimal rates of convergence for convex set estimation from support functions (Q450039) (← links)
- Semi-parametric regression: efficiency gains from modeling the nonparametric part (Q453301) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- General \(M\)-estimation and its bootstrap (Q457623) (← links)
- Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
- On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems (Q627243) (← links)
- Efficient estimation of a varying-coefficient partially linear binary regression model (Q627609) (← links)
- Nonparametric regression with filtered data (Q637090) (← links)
- Nonparametric regression with martingale increment errors (Q645603) (← links)
- Efficiency of profile likelihood in semi-parametric models (Q652603) (← links)
- Uniform bounds for norms of sums of independent random functions (Q653305) (← links)
- Support vector machines with a reject option (Q654412) (← links)
- The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii (Q666588) (← links)
- A high-dimensional Wilks phenomenon (Q718891) (← links)
- On the minimal penalty for Markov order estimation (Q718903) (← links)
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
- Global risk bounds and adaptation in univariate convex regression (Q748448) (← links)
- Asymptotic normality of support vector machine variants and other regularized kernel methods (Q765834) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation (Q783749) (← links)
- An asymptotic theory for the nonparametric maximum likelihood estimator in the Cox gene model (Q817976) (← links)
- Variable selection for generalized odds rate mixture cure models with interval-censored failure time data (Q830426) (← links)
- Efficient estimation for semiparametric varying-coefficient partially linear regression models with current status data (Q844048) (← links)
- Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model (Q847641) (← links)
- Optimal estimation in additive regression models (Q850745) (← links)
- Adaptive penalized M-estimation with current status data (Q853825) (← links)
- \(M\)-processes and applications (Q869722) (← links)
- From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion (Q869967) (← links)
- On regularization algorithms in learning theory (Q870339) (← links)
- \(\ell^{1}\) sparsity and applications in estimation (Q876110) (← links)
- Empirical risk minimization for heavy-tailed losses (Q892246) (← links)
- On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation (Q900800) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
