scientific article; zbMATH DE number 1064642
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Publication:4355974
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Cited in
(87)- Gaussian model selection with an unknown variance
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- Risk bounds for model selection via penalization
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
- Penalized projection estimators of the Aalen multiplicative intensity
- Wedgelets: Nearly minimax estimation of edges
- Information-theoretic determination of minimax rates of convergence
- Adaptive model selection using empirical complexities
- Orthogonal series estimates on strong spatial mixing data
- Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence
- Model selection for Gaussian regression with random design
- Adaptive estimation of mean and volatility functions in (auto-)regressive models.
- Minimax estimation via wavelet shrinkage
- Density estimation by wavelet thresholding
- Mixing strategies for density estimation.
- 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
- M-estimation using penalties or sieves
- About the constants in Talagrand's concentration inequalities for empirical processes.
- Adaptive estimation of linear functionals in functional linear models
- Adaptive covariance estimation with model selection
- Selecting the length of a principal curve within a Gaussian model
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions
- Adaptive estimation of linear functionals by model selection
- Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression
- Cumulative distribution function estimation under interval censoring case 1
- General oracle inequalities for model selection
- Inhomogeneous and anisotropic conditional density estimation from dependent data
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs
- A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning
- Minimax bounds for Besov classes in density estimation
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
- Model selection: from theory to practice
- Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection
- Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
- Statistical estimation with model selection
- A lower-bound oracle inequality for a blockwise-shrinkage estimate
- Adaptive nonparametric estimation for Lévy processes observed at low frequency
- Histogram selection for possibly censored data
- Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes
- Model selection for density estimation with \(\mathbb L_2\)-loss
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes
- Nonparametric estimation of the stationary density and the transition density of a Markov chain
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Super optimal rates for nonparametric density estimation via projection estimators
- Compensator and exponential inequalities for some suprema of counting processes
- Adaptive sampling schemes for density estimation
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
- Frequentist validity of Bayesian limits
- Multiple-model estimation with variable structure. II: Model-set adaptation
- Low complexity regularization of linear inverse problems
- Effect of cascade methods on vibration defects detection
- Differential methylation tests of regulatory regions
- Minimal penalty for Goldenshluger-Lepski method
- Theory of Classification: a Survey of Some Recent Advances
- How many bins should be put in a regular histogram
- Smoothing techniques and augmented Lagrangian method for recourse problem of two-stage stochastic linear programming
- Convolution power kernels for density estimation
- Optimal model selection in density estimation
- Sieve-based confidence intervals and bands for Lévy densities
- Exact adaptive pointwise estimation on Sobolev classes of densities
- Adaptive density estimation in deconvolution problems with unknown error distribution
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
- An introduction to nonparametric adaptive estimation
- A new method for estimation and model selection: \(\rho\)-estimation
- Minimax estimation of the conditional cumulative distribution function
- Some applications of concentration inequalities to statistics
- Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields
- Spline regression for hazard rate estimation when data are censored and measured with error
- Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
- Adaptive denoising of signals with local shift-invariant structure
- Segmentation of the mean of heteroscedastic data via cross-validation
- On the number of groups in clustering
- A moment-matching approach to testable learning and a new characterization of Rademacher complexity
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions
- Nonparametric spectral density estimation under local differential privacy
- Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment
- Statistical inference in sparse high-dimensional additive models
- Optimal adaptive estimation of a quadratic functional
- Regularization in statistics
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
- Parallel implementation of wavelet-based image denoising on programmable PC-grade graphics hardware
- SPADES and mixture models
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