Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
From MaRDI portal
Publication:1275858
DOI10.2307/3318720zbMath0954.62033OpenAlexW2086874647MaRDI QIDQ1275858
Publication date: 28 January 2001
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1174324984
Related Items
Semiparametric Estimation by Model Selection for Locally Stationary Processes, Adaptive estimation of the dynamics of a discrete time stochastic volatility model, Penalized contrast estimation in functional linear models with circular data, Semiparametric estimation of signaling games with equilibrium refinement, Splines for Financial Volatility, Unnamed Item, Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases, Deconvolution for some singular density errors via a combinatorial median of means approach, Minimax rates for conditional density estimation via empirical entropy, Should we estimate a product of density functions by a product of estimators?, From robust tests to Bayes-like posterior distributions, Linear functional estimation under multiplicative measurement error, Improving model performance with the integrated wavelet denoising method, Deep nonparametric regression on approximate manifolds: nonasymptotic error bounds with polynomial prefactors, Nonparametric multiple regression by projection on non-compactly supported bases, Non compact estimation of the conditional density from direct or noisy data, Raking-ratio empirical process with auxiliary information learning, ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS, Unnamed Item, Unnamed Item, Two-stage model selection procedures in partially linear regression, Some applications of concentration inequalities to statistics, Cytometry inference through adaptive atomic deconvolution, Adaptive estimation of a quadratic functional of a density by model selection, Nonparametric regression with additional measurement errors in the dependent variable, BlockShrink Wavelet Density Estimator in ϕ-Mixing Framework, Optimal Adaptation for Early Stopping in Statistical Inverse Problems, Randomized allocation with arm elimination in a bandit problem with covariates, Theory of Classification: a Survey of Some Recent Advances, An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations, Road trafficking description and short term travel time forecasting, with a classification method, Model selection for regression on a random design, On least squares estimation under heteroscedastic and heavy-tailed errors, About the constants in Talagrand's concentration inequalities for empirical processes., Adaptive estimation in the functional nonparametric regression model, Nonparametric weighted estimators for biased data, Consistent covariate selection and post model selection inference in semiparametric regression., Parameter tuning in pointwise adaptation using a propagation approach, Minimal penalties for Gaussian model selection, Adaptive pointwise estimation of conditional density function, Aggregated hold out for sparse linear regression with a robust loss function, Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes, Convergence rates of deep ReLU networks for multiclass classification, Model selection by bootstrap penalization for classification, Statistical estimation with model selection, On the nonparametric inference of coefficients of self-exciting jump-diffusion, Rho-estimators for shape restricted density estimation, Risk bounds for statistical learning, Estimating the joint distribution of independent categorical variables via model selection, On methods of sieves and penalization, On the stability and accuracy of least squares approximations, Adaptive estimation of the conditional cumulative distribution function from current status data, Nonparametric estimation for survival data with censoring indicators missing at random, Nonparametric density estimation in presence of bias and censoring, Estimator selection: a new method with applications to kernel density estimation, The Bennett-Orlicz norm, Multivariate Hadamard self-similarity: testing fractal connectivity, Least squares type estimation of the transition density of a particular hidden Markov chain, Non-asymptotic adaptive prediction in functional linear models, Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space, Adaptive estimation of the conditional intensity of marker-dependent counting processes, Non-parametric adaptive estimation of the drift for a jump diffusion process, Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression, Adaptive density estimation in the pile-up model involving measurement errors, Optimal model selection in heteroscedastic regression using piecewise polynomial functions, Anisotropic adaptive kernel deconvolution, Cumulative distribution function estimation under interval censoring case 1, Exponential bounds for minimum contrast estimators, Adaptive estimation of covariance matrices via Cholesky decomposition, On the consistency of Fréchet means in deformable models for curve and image analysis, Estimation of the density of regression errors by pointwise model selection, Warped bases for conditional density estimation, Auxiliary information: the raking-ratio empirical process, Nonparametric density estimation in compound Poisson processes using convolution power estimators, Minimax optimal procedures for testing the structure of multidimensional functions, Nonparametric adaptive estimation for pure jump Lévy processes, Margin-adaptive model selection in statistical learning, Model selection for hazard rate estimation in presence of censoring, Model selection for density estimation with \(\mathbb L_2\)-loss, Nonparametric estimation for stochastic differential equations with random effects, Adaptive and minimax estimation of the cumulative distribution function given a functional covariate, Confidence intervals for the mean based on exponential type inequalities and empirical likelihood, Sieve \(M\) inference on irregular parameters, New adaptive strategies for nonparametric estimation in linear mixed models, Robust linear least squares regression, Penalized nonparametric mean square estimation of the coefficients of diffusion processes, Adaptive pointwise estimation for pure jump Lévy processes, Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model, Nonparametric estimation of the stationary density and the transition density of a Markov chain, A new method for estimation and model selection: \(\rho\)-estimation, Adaptive estimation of the hazard rate with multiplicative censoring, Rho-estimators revisited: general theory and applications, Adaptive estimation of the transition density of a particular hidden Markov chain, Super optimal rates for nonparametric density estimation via projection estimators, Covariate selection for semiparametric hazard function regression models, Estimation for Lévy processes from high frequency data within a long time interval, A new algorithm for fixed design regression and denoising, Monte Carlo algorithms for optimal stopping and statistical learning, Concentration inequalities and asymptotic results for ratio type empirical processes, Adaptive goodness-of-fit tests in a density model, Drift estimation on non compact support for diffusion models, High-dimensional Gaussian model selection on a Gaussian design, Non parametric estimation of the diffusion coefficients of a diffusion with jumps, Posterior convergence rates of Dirichlet mixtures at smooth densities, Nonparametric estimation for i.i.d. Gaussian continuous time moving average models, Tests and estimation strategies associated to some loss functions, Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method, Minimax bounds for Besov classes in density estimation, Estimating the intensity of a random measure by histogram type estimators, Parametric estimation. Finite sample theory, Regression function estimation on non compact support in an heteroscesdastic model, A statistical view of iterative methods for linear inverse problems, Adaptive density deconvolution with dependent inputs, Kernel estimation for Lévy driven stochastic convolutions, Nonparametric estimation for interacting particle systems: McKean-Vlasov models, A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\), Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data, Regression function estimation as a partly inverse problem, Adaptive procedure for Fourier estimators: application to deconvolution and decompounding, Information-theoretic determination of minimax rates of convergence, Nonparametric estimation for pure jump Lévy processes based on high frequency data, A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models, Smooth discrimination analysis, Convergence rates of posterior distributions., Adaptive estimation of a quadratic functional by model selection., Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection, Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities., Convergence rates for density estimation with Bernstein polynomials., Randomized allocation with nonparametric estimation for a multi-armed bandit problem with covariates, The statistical work of Lucien Le Cam., Adaptive Laguerre density estimation for mixed Poisson models, M-estimation using penalties or sieves