scientific article; zbMATH DE number 1064642
From MaRDI portal
zbMath0920.62042MaRDI QIDQ4355974
Publication date: 23 September 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Besov spacesdensity estimationpenalized projection estimatorsminimum contrast estimationlinear sieves
Related Items
About the constants in Talagrand's concentration inequalities for empirical processes., Statistical inference in sparse high-dimensional additive models, Exact adaptive pointwise estimation on Sobolev classes of densities, Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder), Differential methylation tests of regulatory regions, Statistical estimation with model selection, Frequentist validity of Bayesian limits, Optimal adaptive estimation of a quadratic functional, Smoothing techniques and augmented Lagrangian method for recourse problem of two-stage stochastic linear programming, Regularization in statistics, Orthogonal series estimates on strong spatial mixing data, Adaptive estimation of linear functionals in functional linear models, 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, On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising, Convolution power kernels for density estimation, Model selection: from theory to practice, A lower-bound oracle inequality for a blockwise-shrinkage estimate, Adaptive nonparametric estimation for Lévy processes observed at low frequency, Segmentation of the mean of heteroscedastic data via cross-validation, 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, Optimal model selection in density estimation, Histogram selection for possibly censored data, Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes, On the number of groups in clustering, Sieve-based confidence intervals and bands for Lévy densities, Optimal model selection for density estimation of stationary data under various mixing condi\-tions, Model selection for density estimation with \(\mathbb L_2\)-loss, Adaptive estimation of and oracle inequalities for probability densities and characteristic functions, Adaptive density estimation in deconvolution problems with unknown error distribution, Unnamed Item, Adaptive estimation of marginal random-effects densities in linear mixed-effects models, Penalized nonparametric mean square estimation of the coefficients of diffusion processes, The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs, Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model, Nonparametric estimation of the stationary density and the transition density of a Markov chain, Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence, A new method for estimation and model selection: \(\rho\)-estimation, The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder)., Some applications of concentration inequalities to statistics, Model selection for Gaussian regression with random design, Minimax estimation of the conditional cumulative distribution function, Super optimal rates for nonparametric density estimation via projection estimators, Adaptive estimation of mean and volatility functions in (auto-)regressive models., Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection, 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, Compensator and exponential inequalities for some suprema of counting processes, Adaptive sampling schemes for density estimation, Parallel implementation of wavelet-based image denoising on programmable PC-grade graphics hardware, SPADES and mixture models, Low Complexity Regularization of Linear Inverse Problems, Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields, Theory of Classification: a Survey of Some Recent Advances, How many bins should be put in a regular histogram, A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning, Minimax bounds for Besov classes in density estimation, Penalized projection estimators of the Aalen multiplicative intensity, Minimax estimation via wavelet shrinkage, Gaussian model selection with an unknown variance, Density estimation by wavelet thresholding, Non-parametric Poisson regression from independent and weakly dependent observations by model selection, Wedgelets: Nearly minimax estimation of edges, Information-theoretic determination of minimax rates of convergence, Effect of cascade methods on vibration defects detection, 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, Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes, M-estimation using penalties or sieves, Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates