scientific article

From MaRDI portal
Publication:3283298

zbMath0101.12003MaRDI QIDQ3283298

Peter Whittle

Publication date: 1962


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (69)

Speed of convergence of classical empirical processes in \(p\)-variation normOn bandwidth selection in partial linear regression models under dependenceModel averaging for generalized linear models with missing at random covariatesThresholds for detecting an anomalous path from noisy environmentsA remark on almost sure convergence of weighted sumsA sensitivity estimate for Boolean functionsSharp Khinchin-type inequalities for symmetric discrete uniform random variablesCross-validation in nonparametric regression with outliersLeast-squares forecast averagingModel averaging for interval-valued dataBatch means and spectral variance estimators in Markov chain Monte CarloExact inequalities for sums of asymmetric random variables, with applicationsModel selection: a Lagrange optimization approachFinite range decomposition for Gaussian measures with improved regularityModel averaging by jackknife criterion for varying-coefficient partially linear modelsModel averaging with averaging covariance matrixDifferentially private high dimensional sparse covariance matrix estimationAverage estimation of semiparametric models for high-dimensional longitudinal dataConvergence of the largest singular value of a polynomial in independent Wigner matricesTesting for additivity in nonparametric regressionAutomatic bandwidth choice and confidence intervals in nonparametric regressionEmpirical process of residuals for high-dimensional linear modelsSteady-state GI/G/\(n\) queue in the Halfin-Whitt regimeAsymptotic properties of wavelet estimators in semiparametric regression models under dependent errorsToward optimal model averaging in regression models with time series errorsExact Rosenthal-type boundsComplete subset averaging approach for high-dimensional generalized linear modelsAdaptive and efficient estimation in the Gaussian sequence modelJoint inference based on Stein-type averaging estimators in the linear regression modelRobust Model Averaging Method Based on LOF AlgorithmPartial linear model averaging prediction for longitudinal dataOptimal Model Averaging of Mixed-Data Kernel-Weighted Spline RegressionsGeneral oracle inequalities for model selectionModel averaging by jackknife criterion in models with dependent dataEstimation in high-dimensional linear models with deterministic design matricesA note on inequalities for probabilities of large deviations of estimators in nonlinear regression modelsRademacher inequalities with applicationsAsymptotic optimality of full cross-validation for selecting linear regression modelsAsymptotically liberating sequences of random unitary matricesOptimal model averaging estimator for semi-functional partially linear modelsVariable screening in predicting clinical outcome with high-dimensional microarraysModel averaging for multivariate multiple regression modelsModel averaging based on leave-subject-out cross-validation for vector autoregressionsA local limit law for the empirical spectral distribution of the anticommutator of independent Wigner matricesOn probability and moment inequalities for supermartingales and martingalesIntegrated square error of nonparametric estimators of regression function: The fixed design caseBandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approachLeast squares model averaging by Mallows criterionSelecting mixed-effects models based on a generalized information criterionConsistent linear model selectionPlug-in bandwidth choice in partial linear models with autoregressive errorsAutomatic and asymptotically optimal data sharpening for nonparametric regressionGaussian mixtures: entropy and geometric inequalitiesOptimal rates of convergence for sparse covariance matrix estimationLeast squares model averaging based on generalized cross validationAsymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regressionMoment inequalities for sums of dependent random variables under projective conditionsA Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear ModelWeighted-averaging estimator for possible threshold in segmented linear regression modelSemiparametric regression model selections.Consistent bandwidth selection for kernel binary regressionExtremal properties of Rademacher functions with applications to the Khintchine and Rosenthal inequalitiesModel averaging in a multiplicative heteroscedastic modelAsymptotic bounds on the quality of the nonparametric regression estimation in \(L_ p\)Generalized Least Squares Model AveragingNormal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression modelModel selection and model averaging for matrix exponential spatial modelsAsymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errorsMallows model averaging estimation for linear regression model with right censored data




This page was built for publication: