Pages that link to "Item:Q644788"
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The following pages link to Estimator selection with respect to Hellinger-type risks (Q644788):
Displayed 13 items.
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Robust estimation on a parametric model via testing (Q282553) (← links)
- Rho-estimators for shape restricted density estimation (Q335669) (← links)
- Adaptive statistical inference. Abstracts from the workshop held March 9--15, 2014. (Q347193) (← links)
- Estimation of the transition density of a Markov chain (Q405506) (← links)
- A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
- Learning from MOM's principles: Le Cam's approach (Q2010482) (← links)
- Estimation of the density of a determinantal process (Q2339145) (← links)
- Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
- Estimating composite functions by model selection (Q2438264) (← links)
- Model selection for Poisson processes with covariates (Q2786477) (← links)
- Estimating the conditional density by histogram type estimators and model selection (Q5350274) (← links)
- High-dimensional regression with unknown variance (Q5965306) (← links)