scientific article; zbMATH DE number 1552476
From MaRDI portal
zbMath0969.60024arXivmath/0003228MaRDI QIDQ4524732
Joel Zinn, Rafał Latała, Evarist Giné M.
Publication date: 19 March 2001
Full work available at URL: https://arxiv.org/abs/math/0003228
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
On least squares estimation under heteroscedastic and heavy-tailed errors, Consistency of modularity clustering on random geometric graphs, Uniform limit theorems for wavelet density estimators, Adaptive goodness-of-fit testing from indirect observations, From graph cuts to isoperimetric inequalities: convergence rates of Cheeger cuts on data clouds, Rosenthal-Type Inequalities for Martingales in 2-Smooth Banach Spaces, Laws of the iterated logarithm for the local U-statistic process, On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables, Asymptotic normality of quadratic estimators, Robust estimation of \(U\)-statistics, Moment inequalities for sums of products of independent random variables, Sharp deviation bounds for quadratic forms, Adaptive confidence sets in \(L^2\), Variable selection and structure identification for varying coefficient Cox models, Moment inequalities for U-statistics, Spatially adaptive density estimation by localised Haar projections, Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications, Adaptive estimation in the supremum norm for semiparametric mixtures of regressions, On Hoeffding decomposition in \(L_{p}\), Exponential inequalities for dependent V-statistics via random Fourier features, On the integrated squared error of the linear wavelet density estimator, Testing for lack-of-fit in functional regression models against general alternatives, Optimal Kernel Selection for Density Estimation, Moderate deviation principle of modularity in network, Hoeffding's inequality for sums of dependent random variables, Unnamed Item, Ranking and empirical minimization of \(U\)-statistics, Random geometric graph: some recent developments and perspectives, Global uniform risk bounds for wavelet deconvolution estimators, Nonparametric estimation of the anisotropic probability density of mixed variables, Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains, Efficient simulation-based minimum distance estimation and indirect inference, Exact Rosenthal-type inequalities for \(p=3\), and related results, General nonexact oracle inequalities for classes with a subexponential envelope, Adaptive minimax test of independence, Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning, Goodness-of-fit test for noisy directional data, Adaptive estimation of and oracle inequalities for probability densities and characteristic functions, Uniform convergence rates for wavelet curve estimation in sup-norm loss, The LIL for \(U\)-statistics in Hilbert spaces, Exponential inequalities for the supremum of some counting processes and their square martingales, A Bernstein-type inequality for functions of bounded interaction, Local Semicircle Law under Moment Conditions: The Stieltjes Transform, Rigidity, and Delocalization, Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications, An Exponential Inequality for $U$-Statistics of I.I.D. Data, Optimal estimation of variance in nonparametric regression with random design, A goodness-of-fit test for copula densities, A few remarks on the operator norm of random Toeplitz matrices, The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator, On normal approximations to \(U\)-statistics, Adaptive estimation of a quadratic functional of a density by model selection, Adaptive density estimation: A curse of support?, Moment inequalities for functions of independent random variables, Concentration inequalities and asymptotic results for ratio type empirical processes, Adaptive goodness-of-fit tests in a density model, Unnamed Item, Robust modifications of U-statistics and applications to covariance estimation problems, Moment inequalities for matrix-valued U-statistics of order 2, A simple adaptive estimator of the integrated square of a density, Local laws for non-Hermitian random matrices and their products, Convergence rates of least squares regression estimators with heavy-tailed errors, Estimating perimeter using graph cuts, Modified log-Sobolev inequalities, Beckner inequalities and moment estimates, Quenched invariance principles for orthomartingale-like sequences, A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations, Nonparametric homogeneity tests, Entropy and Concentration
