Gaussianization machines for non-Gaussian function estimation models
DOI10.1214/19-STS718zbMATH Open1440.62115OpenAlexW2999454928MaRDI QIDQ2194580FDOQ2194580
Authors: Yanyan Li 
Publication date: 26 August 2020
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ss/1578474029
Recommendations
- Nonparametric regression in exponential families
- Variance estimation in nonparametric regression via the difference sequence method
- Nonlinear approximation using Gaussian kernels
- Asymptotic equivalence for nonparametric generalized linear models
- EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS
waveletsdensity estimationrobust regressionexponential familyasymptotic equivalenceadaptivityquadratic variance functionnonparametric function estimationblock thresholdingquantile couplingvariance stabilizing transformationmean matching
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
- A complement to Le Cam's theorem
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression
- Asymptotic equivalence for a null recurrent diffusion
- Asymptotic equivalence for inference on the volatility from noisy observations
- Asymptotic equivalence for nonparametric regression
- Asymptotic equivalence for nonparametric regression with multivariate and random design
- Asymptotic equivalence of density estimation and Gaussian white noise
- Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift
- Asymptotic equivalence of functional linear regression and a white noise inverse problem
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression
- Asymptotic equivalence of nonparametric regression and white noise
- Asymptotic equivalence of nonparametric regression and white noise model has its limits
- Asymptotic equivalence of spectral density estimation and Gaussian white noise
- Asymptotic equivalence theory for nonparametric regression with random design
- Asymptotic nonequivalence of GARCH models and diffusions
- Asymptotic nonequivalence of nonparametric experiments when the smoothness index is \(1/2\)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
- Asymptotic statistical equivalence for scalar ergodic diffusions
- Bayesian Multiscale Models for Poisson Processes
- Diffusion approximation for nonparametric autoregression
- Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
- Natural exponential families with quadratic variance functions
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection
- Nonparametric regression in exponential families
- On the information contained in additional observations
- Quantile coupling inequalities and their applications
- Robust nonparametric estimation via wavelet median regression
- THE TRANSFORMATION OF POISSON, BINOMIAL AND NEGATIVE-BINOMIAL DATA
- Ten Lectures on Wavelets
- The root-unroot algorithm for density estimation as implemented via wavelet block thresholding
- Transformations: An Introduction and a Bibliography
Cited In (1)
This page was built for publication: Gaussianization machines for non-Gaussian function estimation models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2194580)
