scientific article; zbMATH DE number 3797051

Publication date 1981

Gaussian processes nonparametric estimation regularization method of sieves representation theorems examples linear inference abstract inference estimation of functionals abstract sample space

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Markov processes: hypothesis testing (62M02) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62Mxx)

Cited in

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Asymptotic inference for continuous-time Markov chains
Canonical representation for Gaussian processes
Shape-based functional data analysis
On methods of sieves and penalization
Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
Shape restricted nonparametric regression with Bernstein polynomials
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Wald consistency and the method of sieves in REML estimation
Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
On semiparametric accelerated failure time models with time-varying covariates: a maximum penalised likelihood estimation
Ill-posed problems: operator methodologies of resolution and regularization
Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression
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Rates of convergence for the Gaussian mixture sieve.
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Uniform laws of large numbers and stochastic Lipschitz-continuity
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Bootstrap consistency for general semiparametric \(M\)-estimation
Estimation in mixed-effects functional ANOVA models
Variational analysis of constrained M-estimators
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Bayesian model selection and model averaging
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Modal clustering using semiparametric mixtures and mode flattening
Deconvolution estimation of mixture distributions with boundaries
Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
Time-dependent coefficients in a multi-event model for survival analysis
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Semiparametric sieve maximum likelihood estimation for accelerated hazards model with interval-censored data
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Operator-theoretic and regularization approaches to ill-posed problems
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Rates of convergence for minimum contrast estimators
Sieve estimation of option-implied state price density
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