Jan Mielniczuk

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Person:311297

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zbMath Open mielniczuk.janMaRDI QIDQ311297

List of research outcomes

PublicationDate of PublicationType
Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection2023-06-19Paper
Improving Lasso for model selection and prediction2022-10-06Paper
Revisiting strategies for fitting logistic regression for positive and unlabeled data2022-08-05Paper
Estimating the class prior for positive and unlabelled data via logistic regression2022-06-09Paper
Multiple testing of conditional independence hypotheses using information-theoretic approach2022-06-03Paper
Asymptotic distributions of empirical interaction information2021-11-09Paper
https://portal.mardi4nfdi.de/entity/Q49989622021-07-09Paper
Using random subspace method for prediction and variable importance assessment in linear regression2018-11-08Paper
Active sets of predictors for misspecified logistic regression2018-01-12Paper
Projections of a general binary model on a logistic regression2017-10-27Paper
Selection Consistency of Generalized Information Criterion for Sparse Logistic Model2016-11-18Paper
Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM}2016-09-29Paper
https://portal.mardi4nfdi.de/entity/Q57447932016-02-19Paper
Normalized and standard Dantzig estimators: two approaches2015-08-25Paper
https://portal.mardi4nfdi.de/entity/Q55009282015-08-10Paper
\(p\)-value model selection criteria for exponential families of increasing dimension2014-10-17Paper
Selection of Regression and Autoregression Models with Initial Ordering of Variables2013-01-31Paper
Linear regression model selection using p-values when the model dimension grows2012-05-18Paper
On nonparametric prediction of linear processes2011-02-22Paper
Postmodel selection estimators of variance function for nonlinear autoregression2011-02-22Paper
Variance function estimation via model selection2011-01-11Paper
Estimation of Fisher information using model selection2010-11-12Paper
Estimation of Hurst exponent revisited2009-05-29Paper
Decorrelation of Wavelet Coefficients for Long-Range Dependent Processes2008-12-21Paper
https://portal.mardi4nfdi.de/entity/Q35395982008-11-19Paper
Randomized Fixed Design Regression under Long-Range-Dependent Errors2008-04-10Paper
https://portal.mardi4nfdi.de/entity/Q34423632007-05-18Paper
https://portal.mardi4nfdi.de/entity/Q46603822005-03-21Paper
https://portal.mardi4nfdi.de/entity/Q46510932005-02-21Paper
Kernel density estimation for linear processes2003-08-07Paper
https://portal.mardi4nfdi.de/entity/Q44168842003-08-05Paper
On construction of confidence intervals for a mean of dependent data2003-03-10Paper
https://portal.mardi4nfdi.de/entity/Q47872602003-01-09Paper
Local linear regression estimation for time series with long-range dependence2002-08-29Paper
Random-design regression under long-range dependent errors2000-10-18Paper
Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them*2000-09-26Paper
https://portal.mardi4nfdi.de/entity/Q45079162000-01-01Paper
Long- and short-range dependent sequences under exponential subordination1999-06-29Paper
On the asymptotic mean integrated squared error of a kernel density estimator for dependent data1998-12-14Paper
https://portal.mardi4nfdi.de/entity/Q42204951998-11-23Paper
Delta method for long-range dependent observations1997-11-13Paper
https://portal.mardi4nfdi.de/entity/Q31297861997-05-28Paper
Nonparametric rank discrimination method1997-02-28Paper
Nonparametric regression under long-range dependent normal errors1996-11-12Paper
https://portal.mardi4nfdi.de/entity/Q48538071996-11-12Paper
Density estimation under long-range dependence1996-08-22Paper
The empirical process of a short-range dependent stationary sequence under Gaussian subordination1996-05-27Paper
Distant long-range dependent sums and regression estimation1996-04-22Paper
https://portal.mardi4nfdi.de/entity/Q48443561995-09-27Paper
https://portal.mardi4nfdi.de/entity/Q46979941995-07-02Paper
Estimating the density of a copula function1993-10-17Paper
Grade estimation of chi-square divergence1993-10-11Paper
Data-dependent bandwidth choice for a grade density kernel estimate1993-05-16Paper
https://portal.mardi4nfdi.de/entity/Q40359621993-05-16Paper
Some asymptotic properties of nonparametric regression estimators in case of randomly censored data1992-06-25Paper
Remark concerning data-dependent bandwidth choice in density estimation1990-01-01Paper
Local data-driven bandwidth choice for density estimation1989-01-01Paper
On asymptotic minimaxity of the adaptative kernel estimate of a density function1989-01-01Paper
Estimating density ratio with application to discriminant analysis1989-01-01Paper
Density estimation in the simple proportional hazards model1988-01-01Paper
A screening method for a nonparametric model1987-01-01Paper
A remark concerning strong uniform consistency of the conditional Kaplan- Meier estimator1987-01-01Paper
Asymptotic confidence bands for densities based on nearest neighbor estimators under censoring1987-01-01Paper
Some asymptotic properties of kernel estimators of a density function in case of censored data1986-01-01Paper
Properties of some kernel estimators and of the adapted Loftsgarden- Quesenberry estimator of a density function for censored data1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33347941985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37071191985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37475821985-01-01Paper

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