scientific article
From MaRDI portal
zbMath1179.62073MaRDI QIDQ3655724
Publication date: 8 January 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
Local linear smoothing for sparse high dimensional varying coefficient models, Consistency and generalization bounds for maximum entropy density estimation, Bayesian manifold regression, Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable, A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model, Optimal false discovery rate control for large scale multiple testing with auxiliary information, Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model, Penalized log-likelihood estimation for partly linear transformation models with current status data, Properties and refinements of the fused Lasso, Empirical variance minimization with applications in variance reduction and optimal control, Asymptotics for parametric GARCH-in-mean models, Local asymptotics for nonparametric quantile regression with regression splines, Empirical risk minimization in inverse problems, Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model, Asymptotics for M-type smoothing splines with non-smooth objective functions, Robust sieve M-estimation with an application to dimensionality reduction, Fast learning rate of non-sparse multiple kernel learning and optimal regularization strategies, Estimation and testing for time-varying quantile single-index models with longitudinal data, A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction, Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures, Component selection and smoothing in multivariate nonparametric regression, The Bernstein-Orlicz norm and deviation inequalities, Robust estimators in a generalized partly linear regression model under monotony constraints, Donsker-type theorems for nonparametric maximum likelihood estimators, Bracketing numbers of convex and \(m\)-monotone functions on polytopes, Efficient estimation of semiparametric copula models for bivariate survival data, Efficient calibration for imperfect computer models, Nonparametric analysis of a duration model with stochastic unobserved heterogeneity, Penalized least squares for single index models, Model selection in reinforcement learning, Variance reduction for Markov chains with application to MCMC, Statistical analysis of kernel-based least-squares density-ratio estimation, From Gauss to Kolmogorov: localized measures of complexity for ellipses, Nonparametric regression models for right-censored data using Bernstein polynomials, Additive risk model for current status data with a cured subgroup, Pricing of American options in discrete time using least squares estimates with complexity penalties, \(M\)-estimators for isotonic regression, Bounds on the minimax rate for estimating a prior over a VC class from independent learning tasks, Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation, Nonparametric regression with nonparametrically generated covariates, Generalised additive dependency inflated models including aggregated covariates, Regularized least-squares regression: learning from a sequence, Variational analysis of constrained M-estimators, Using the doubling dimension to analyze the generalization of learning algorithms, M-estimation in linear models under nonstandard conditions., Methods for estimation of convex sets, Bayesian fractional posteriors, A new perspective on least squares under convex constraint, Multivariate orthogonal series estimates for random design regression, Uniform central limit theorems for the Grenander estimator, Spectrally-truncated kernel ridge regression and its free lunch, Concentration inequalities for two-sample rank processes with application to bipartite ranking, Local continuity of log-concave projection, with applications to estimation under model misspecification, Asymptotic theory for maximum likelihood in nonparametric mixture models, Nonparametric Bayesian estimation of a concave distribution function with mixed interval censored data, Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach, Singularity, misspecification and the convergence rate of EM, Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models, Sequential complexities and uniform martingale laws of large numbers, A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time, Estimation of high-dimensional low-rank matrices, Analysis of least squares regression estimates in case of additional errors in the variables, Robust inference for nonlinear regression models, Prediction error bounds for linear regression with the TREX, Regression in Tensor Product Spaces by the Method of Sieves, Compare diagnostic tests using transformation-invariant smoothed ROC curves, Deformation of log-likelihood loss function for multiclass boosting, Flexible generalized varying coefficient regression models, The penalized profile sampler, Global rate results for the MLE in a class of deconvolution models, Pursuit of dynamic structure in quantile additive models with longitudinal data, Estimation of a monotone density in \(s\)-sample biased sampling models, Specification testing in nonparametric instrumental variable estimation, Estimation of a density using an improved surrogate model, Calibration for computer experiments with binary responses and application to cell adhesion study, Sampled forms of functional PCA in reproducing kernel Hilbert spaces, Semiparametric additive isotonic regression, Multivariate mode hunting: Data analytic tools with measures of significance, Quantile regression for dynamic partially linear varying coefficient time series models, A simple approach for varying-coefficient model selection, A new approach to varying-coefficient additive models with longitudinal covariates, Estimating a concave distribution function from data corrupted with additive noise, Convergence rates of generalization errors for margin-based classification, Bootstrap confidence intervals in mixtures of discrete distributions, Approximation properties of certain operator-induced norms on Hilbert spaces, Estimating the number of components in finite mixture models via the group-sort-fuse procedure, On the inference of applying Gaussian process modeling to a deterministic function, Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach, Testing conditional independence via Rosenblatt transforms, Doubly penalized estimation in additive regression with high-dimensional data, The Dantzig selector for a linear model of diffusion processes, Minimax fast rates for discriminant analysis with errors in variables, Improved inference for vaccine-induced immune responses via shape-constrained methods, Statistical learning from biased training samples, Penalized least squares estimation in the additive model with different smoothness for the components, Strong convergence of robust equivariant nonparametric functional regression estimators, Robust penalized estimators for functional linear regression, Smooth change point estimation in regression models with random design, M-estimation using penalties or sieves, Randomly initialized EM algorithm for two-component Gaussian mixture achieves near optimality in \(O(\sqrt{n})\) iterations, The Lasso with general Gaussian designs with applications to hypothesis testing, On Learning and Convergence of RBF Networks in Regression Estimation and Classification, Statistical performance of quantile tensor regression with convex regularization, Penalized Projected Kernel Calibration for Computer Models, Irrational Exuberance: Correcting Bias in Probability Estimates, Multivariate Chebyshev Inequality With Estimated Mean and Variance, Nonparametric Bayesian Aggregation for Massive Data, Asymptotic confidence intervals for Poisson regression, Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder), Convergence rates for Bayesian density estimation of infinite-dimensional exponential families, Classification with reject option, Noisy discriminant analysis with boundary assumptions, Fixed-design regression estimation based on real and artificial data, Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View, Semiparametric estimation of signaling games with equilibrium refinement, Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type, Unnamed Item, Data-driven rate-optimal specification testing in regression models, Change-point estimation under adaptive sampling, Parameter identifiability with Kullback-Leibler information divergence criterion, Unnamed Item, Unnamed Item, Adaptation in multivariate log-concave density estimation, Sufficient Dimension Reduction via Squared-Loss Mutual Information Estimation, Parameter estimation in a subcritical percolation model with colouring, GEE analysis for longitudinal single-index quantile regression, A unified penalized method for sparse additive quantile models: an RKHS approach, Unnamed Item, Risk-Adapted Optimal Experimental Design, UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION, Optimal estimation of high-dimensional Gaussian location mixtures, Efficient estimation of a triangular system of equations for quantile regression, Divided Differences, Falling Factorials, and Discrete Splines: Another Look at Trend Filtering and Related Problems, Varying Coefficient Regression Models: A Review and New Developments, Robust and efficient estimation of nonparametric generalized linear models, Nonparametric identification and estimation of current status data in the presence of death, Robust optimal estimation of location from discretely sampled functional data, Hilbertian additive regression with parametric help, Uniformly valid inference for partially linear high-dimensional single-index models, Statistical guarantees for regularized neural networks, Asymptotic properties of neural network sieve estimators, Regularized learning schemes in feature Banach spaces, Principal single-index varying-coefficient models for dimension reduction in quantile regression, A Reproducing Kernel Hilbert Space Approach to Functional Calibration of Computer Models, A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes, Local consistency of the iterative least-squares estimator for the semiparametric binary choice model, Model averaging for support vector classifier by cross-validation, Sharp convergence rates for empirical optimal transport with smooth costs, High-dimensional generalized linear models and the lasso, Robust Estimators in Partly Linear Regression Models on Riemannian Manifolds, Robust supervised learning with coordinate gradient descent, Projected state-action balancing weights for offline reinforcement learning, Parametric estimation with a class of \(M\)-estimators, Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables, Conditional tests for elliptical symmetry using robust estimators, Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter, Sieve \(M\) inference on irregular parameters, M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS, On the Improved Rates of Convergence for Matérn-Type Kernel Ridge Regression with Application to Calibration of Computer Models, MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS, Inference in ϕ-families of distributions, Unnamed Item, Unnamed Item, Variational Representations and Neural Network Estimation of Rényi Divergences, Mixed-rates asymptotics, Replicant compression coding in Besov spaces, ACCELERATED FAILURE TIME MODELS WITH NONLINEAR COVARIATES EFFECTS, Empirical minimization, Unnamed Item, Nonparametric regression with additional measurement errors in the dependent variable, Classifier selection from a totally bounded class of functions, Variance-based regularization with convex objectives, On strong identifiability and convergence rates of parameter estimation in finite mixtures, Adaptive regression estimation with multilayer feedforward neural networks, A maximum smoothed likelihood estimator in the current status continuous mark model, A maximum smoothed likelihood estimator in the current status continuous mark model, Smoothing spline regression estimation based on real and artificial data, Convergence Rates for Penalized Least Squares Estimators in PDE Constrained Regression Problems, Risk bounds for mixture density estimation, Theory of Classification: a Survey of Some Recent Advances, Variable Selection for Nonparametric Learning with Power Series Kernels, Optimal survey schemes for stochastic gradient descent with applications to M-estimation, On the Optimality of Sample-Based Estimates of the Expectation of the Empirical Minimizer, A semiparametric model for matrix regression, Relative Density-Ratio Estimation for Robust Distribution Comparison, Parametric Estimation of Ordinary Differential Equations With Orthogonality Conditions, Model Selection via Bayesian Information Criterion for Quantile Regression Models, Distributed Generalized Cross-Validation for Divide-and-Conquer Kernel Ridge Regression and Its Asymptotic Optimality, Uniform convergence rate of the nonparametric maximum likelihood estimator for current status data with competing risks, M-estimation for near unit roots in spatial autoregression with infinite variance, Unnamed Item, Unnamed Item, Square root penalty: Adaption to the margin in classification and in edge estimation, Consistency of maximum likelihood estimators in a large class of deconvolution models, Robust semiparametric M-estimation and the weighted bootstrap, Off-Policy Estimation of Long-Term Average Outcomes With Applications to Mobile Health, Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates, Local Rademacher complexities, Singularity Structures and Impacts on Parameter Estimation in Finite Mixtures of Distributions, Learning Finite-Dimensional Coding Schemes with Nonlinear Reconstruction Maps, Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs, Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
