Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
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- A universally acceptable smoothing factor for kernel density estimates
- An approximation to the density function
- Asymptotic performance bounds for the kernel estimate
- Bounds for the uniform deviation of empirical measures
- On Estimation of a Probability Density Function and Mode
- On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
- Rates of convergence of minimum distance estimators and Kolmogorov's entropy
- Remarks on Some Nonparametric Estimates of a Density Function
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
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- Non-parametric estimators of multivariate extreme dependence functions
- A note on penalized minimum distance estimation in nonparametric regression
- Bin width selection in multivariate histograms by the combinatorial method
- Numerical results concerning a sharp adaptive density estimator
- On adaptive minimax density estimation on R^d
- Estimation and selection procedures in regression: anL1approach
- Model selection in nonparametric regression
- A new approach to estimator selection
- Improved quantum data analysis
- Almost sure classification of densities
- Combining different procedures for adaptive regression
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Oracle inequalities and adaptive estimation in the convolution structure density model
- Quasi-universal bandwidth selection for kernel density estimators
- Robust estimators in high-dimensions without the computational intractability
- Pointwise adaptive estimation of a multivariate density under independence hypothesis
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
- Kernel density estimation for dynamical systems
- Adaptive estimation over anisotropic functional classes via oracle approach
- Adaptive Estimation of a Conditional Density
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces
- Bandwidth Selection for Local Linear Regression Smoothers
- Approximative capabilities of ``Smolyak type computational aggregates with Dirichlet, Fejér and Vallée-Poussin kernels in the scale of Ul'yanov classes
- \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis
- Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure
- Learning \(k\)-modal distributions via testing
- Uniform \(L_1\)-distance large deviations in nonparametric density estimation
- Learning \(k\)-modal distributions via testing
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