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László Györfi - MaRDI portal

László Györfi

From MaRDI portal
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Person:175422

Available identifiers

zbMath Open gyorfi.laszloDBLP48/6301WikidataQ1030417 ScholiaQ1030417MaRDI QIDQ175422

List of research outcomes





PublicationDate of PublicationType
Tree Density Estimation2024-03-18Paper
Distribution-free tests for lossless feature selection in classification and regression2023-11-08Paper
Multivariate density estimation from privatised data: universal consistency and minimax rates2023-09-19Paper
On rate optimal private regression under local differential privacy2022-05-31Paper
On the Consistency of the Kozachenko-Leonenko Entropy Estimate2022-02-17Paper
https://portal.mardi4nfdi.de/entity/Q51594232021-10-27Paper
Strongly universally consistent nonparametric regression and classification with privatised data2021-08-09Paper
Universal consistency and rates of convergence of multiclass prototype algorithms in metric spaces2020-10-01Paper
The limit distribution of the maximum probability nearest-neighbour ball2019-07-31Paper
https://portal.mardi4nfdi.de/entity/Q45585662018-11-22Paper
On the measure of Voronoi cells2018-09-26Paper
A nearest neighbor estimate of the residual variance2018-06-12Paper
Tail probabilities of St. Petersburg sums, trimmed sums, and their limit2017-10-23Paper
Empirical Portfolio Selection Strategies With Proportional Transaction Costs2017-06-08Paper
Large Deviations of χ 2 Divergence Errors on Partitions2016-11-18Paper
Strongly Consistent Detection for Nonparametric Hypotheses2016-05-13Paper
Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum2016-04-01Paper
An Open Problem on Strongly Consistent Learning of the Best Prediction for Gaussian Processes2016-02-25Paper
https://portal.mardi4nfdi.de/entity/Q57448232016-02-19Paper
Asymptotic Behavior of Multitype Nearly Critical Galton--Watson Processes with Immigration2016-01-05Paper
Strong Universal Consistent Estimate of the Minimum Mean Squared Error2015-07-20Paper
Towards a universally consistent estimator of the Minkowski content2014-04-10Paper
Rate of convergence of the density estimation of regression residual2013-04-23Paper
Strongly consistent density estimation of the regression residual2012-10-17Paper
https://portal.mardi4nfdi.de/entity/Q28960822012-07-13Paper
https://portal.mardi4nfdi.de/entity/Q28925282012-06-18Paper
Strongly consistent nonparametric tests of conditional independence2012-06-11Paper
https://portal.mardi4nfdi.de/entity/Q28889312012-06-04Paper
https://portal.mardi4nfdi.de/entity/Q28889322012-06-04Paper
https://portal.mardi4nfdi.de/entity/Q28889342012-06-04Paper
https://portal.mardi4nfdi.de/entity/Q28889352012-06-04Paper
Some Refinements of Large Deviation Tail Probabilities2012-05-04Paper
On the rate of convergence of the St. Petersburg game2011-12-19Paper
Nonparametric sequential prediction of time series2010-06-18Paper
St. Petersburg Portfolio Games2009-12-01Paper
Strongly consistent model selection for densities2009-06-02Paper
Quantization for Nonparametric Regression2009-02-24Paper
Nonparametric nearest neighbor based empirical portfolio selection strategies2009-01-09Paper
Individual Convergence Rates in Empirical Vector Quantizer Design2008-12-21Paper
On the Asymptotic Properties of a Nonparametric<tex>$L_1$</tex>-Test Statistic of Homogeneity2008-12-21Paper
Sequential Prediction of Unbounded Stationary Time Series2008-12-21Paper
Nonparametric Estimation of Conditional Distributions2008-12-21Paper
https://portal.mardi4nfdi.de/entity/Q35395972008-11-19Paper
Growth Optimal Investment with Transaction Costs2008-10-14Paper
Nonparametric Independence Tests: Space Partitioning and Kernel Approaches2008-10-14Paper
Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring2008-09-04Paper
On a \(L_1\)-test statistic of homogeneity2007-08-10Paper
KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES2007-07-18Paper
NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES2006-09-25Paper
https://portal.mardi4nfdi.de/entity/Q54853122006-08-29Paper
A note on robust hypothesis testing2005-05-11Paper
Relative stability of global errors of nonparametric function estimators2005-05-11Paper
https://portal.mardi4nfdi.de/entity/Q31547122005-01-14Paper
The estimation problem of minimum mean squared error2004-03-08Paper
Queueing for ergodic arrivals and services2003-08-05Paper
A distribution-free theory of nonparametric regression2002-10-28Paper
Strong universal pointwise consistency of some regression function estimates2002-04-25Paper
Large deviations of divergence measures on partitions2001-07-25Paper
On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation2001-06-05Paper
On piecewise linear density estimators2001-01-30Paper
Distribution Estimates Consistent in χ2-Divergence2001-01-03Paper
https://portal.mardi4nfdi.de/entity/Q27571952001-01-01Paper
https://portal.mardi4nfdi.de/entity/Q45160332000-11-29Paper
Distribution-free confidence intervals for measurement of effective bandwidth2000-11-21Paper
A simple randomized algorithm for sequential prediction of ergodic time series2000-09-07Paper
Lower bounds on the rate of convergence of nonparametric regression estimates2000-06-22Paper
https://portal.mardi4nfdi.de/entity/Q43837122000-02-21Paper
Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences.2000-02-09Paper
On the lrerror in histogram density estimation: The multidimensional case1999-10-04Paper
On the strong universal consistency of a recursive regression estimate by Pál Révész1998-12-02Paper
The Hilbert kernel regression estimate.1998-11-18Paper
Limits to consistent on-line forecasting for ergodic time series1998-11-15Paper
https://portal.mardi4nfdi.de/entity/Q43816651998-04-01Paper
https://portal.mardi4nfdi.de/entity/Q43673081997-12-17Paper
On the strong universal consistency of a series type regression estimate1997-11-09Paper
Kernel density estimation from ergodic sample is not universally consistent1997-08-31Paper
https://portal.mardi4nfdi.de/entity/Q43445401997-07-17Paper
Nonparametric inference for ergodic, stationary time series1997-02-09Paper
Random Time and Frequency Hopping for Infinite User Population1996-09-02Paper
https://portal.mardi4nfdi.de/entity/Q48811521996-06-27Paper
On the Averaged Stochastic Approximation for Linear Regression1996-06-11Paper
Asymptotic Normality ofL1-Error in Density Estimation1996-05-06Paper
On the asymptotic normality of the L1‐ and L2‐errors in histogram density estimation1995-07-24Paper
On the strong universal consistency of nearest neighbor regression function estimates1995-07-03Paper
https://portal.mardi4nfdi.de/entity/Q43283861995-06-14Paper
https://portal.mardi4nfdi.de/entity/Q43207161995-02-02Paper
There is no universal source code for an infinite source alphabet1994-10-04Paper
Constructions of protocol sequences for multiple access collision channel without feedback1994-10-03Paper
https://portal.mardi4nfdi.de/entity/Q40163231992-12-14Paper
Distribution estimation consistent in total variation and in two types of information divergence1992-10-12Paper
Constructions of binary constant-weight cyclic codes and cyclically permutable codes1992-09-27Paper
Nonparametric curve estimation from time series1992-09-17Paper
https://portal.mardi4nfdi.de/entity/Q39739061992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39739121992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q33497941991-01-01Paper
No empirical probability measure can converge in the total variation sense for all distributions1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32121271990-01-01Paper
The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples1990-01-01Paper
Superimposed codes in R/sup n/1988-01-01Paper
Strong consistency and rates for recursive probability density estimators of stationary processes1987-01-01Paper
Density-free convergence properties of various estimators of entropy1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33364971985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37466781985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30410771983-01-01Paper
An Error Correcting Rule Using Memory for Simple ALOHA Channels1982-01-01Paper
Strong consistent density estimate from ergodic sample1981-01-01Paper
A block code for noiseless asynchronous multiple-access OR channel (Corresp.)1981-01-01Paper
The rate of convergence of<tex>k_n</tex>-NN regression estimates and classification rules (Corresp.)1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39280561981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33088811980-01-01Paper
Stochastic approximation from ergodic sample for linear regression1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41985671979-01-01Paper
f-dissimilarity: A generalization of the affinity of several distributions1978-01-01Paper
On the rate of convergence of nearest neighbor rules (Corresp.)1978-01-01Paper
An upper bound on the asymptotic error probability on the k-nearest neighbor rule for multiple classes (Corresp.)1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38750831977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41307751977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41362561977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41556271976-01-01Paper
On the continuity of the error distortion function for multiple-hypothesis decisions (Corresp.)1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40574491974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40619991974-01-01Paper
On the estimation of asymptotic error probability (Corresp.)1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47663371973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30496181972-01-01Paper
On the strong stability of ergodic iterationsN/APaper

Research outcomes over time

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