Pages that link to "Item:Q879733"

The following pages link to Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003. (Q879733):

Displaying 50 items.

• Rate-optimal graphon estimation (Q159635) (← links)
• Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
• Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
• Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class (Q309534) (← links)
• Rates of convergence for robust geometric inference (Q309578) (← links)
• Fast rates for empirical vector quantization (Q351685) (← links)
• \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs (Q355087) (← links)
• Low rank estimation of smooth kernels on graphs (Q355091) (← links)
• Minimax properties of Fréchet means of discretely sampled curves (Q355122) (← links)
• Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure (Q355129) (← links)
• Sharp deviation bounds for quadratic forms (Q359864) (← links)
• Kullback-Leibler upper confidence bounds for optimal sequential allocation (Q366995) (← links)
• Clustering and variable selection for categorical multivariate data (Q367219) (← links)
• The empirical cost of optimal incomplete transportation (Q378795) (← links)
• Adaptive and optimal online linear regression on \(\ell^1\)-balls (Q391734) (← links)
• Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models (Q405492) (← links)
• Similarity of samples and trimming (Q418241) (← links)
• Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds (Q438975) (← links)
• Optimal model selection in density estimation (Q441257) (← links)
• Model selection for weakly dependent time series forecasting (Q442082) (← links)
• Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
• General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
• Margin-adaptive model selection in statistical learning (Q453298) (← links)
• A new perspective on least squares under convex constraint (Q482891) (← links)
• Optimal exponential bounds on the accuracy of classification (Q485316) (← links)
• Quantile estimation for Lévy measures (Q491922) (← links)
• Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
• Adaptive estimation of marginal random-effects densities in linear mixed-effects models (Q498604) (← links)
• Adaptive estimation of the hazard rate with multiplicative censoring (Q511669) (← links)
• Sparse recovery under weak moment assumptions (Q520739) (← links)
• On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence (Q530382) (← links)
• VC dimensions of principal component analysis (Q603853) (← 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)
• A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression (Q627287) (← links)
• Adaptive Dantzig density estimation (Q629798) (← links)
• Testing the nullspace property using semidefinite programming (Q633104) (← links)
• Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
• Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality (Q638806) (← links)
• Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
• On the number of groups in clustering (Q645416) (← links)
• Model selection for simplicial approximation (Q656812) (← links)
• Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors (Q661171) (← links)
• Concentration inequalities for matrix martingales in continuous time (Q681530) (← links)
• User-friendly tail bounds for sums of random matrices (Q695625) (← links)
• Adaptive density estimation: A curse of support? (Q710759) (← links)
• A high-dimensional Wilks phenomenon (Q718891) (← links)
• On the minimal penalty for Markov order estimation (Q718903) (← links)
• Context tree selection: a unifying view (Q719769) (← links)
• Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)