scientific article; zbMATH DE number 1420699

zbMATH Open0953.62049MaRDI QIDQ4944751FDOQ4944751

Publication date: 22 March 2000

Title of this publication is not available (Why is that?)

maximum likelihood estimators least squares estimators asymptotic almost sure behaviour of estimators

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (only showing first 100 items - show all)

On the strong consistency of asymptotic \(M\)-estimators
Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions
Sampling discretization of integral norms
A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
Variable selection for generalized odds rate mixture cure models with interval-censored failure time data
A new approach to estimator selection
Strong convergence of estimators in nonlinear autoregressive models
Rho-estimators revisited: general theory and applications
Efficient estimation for semiparametric varying-coefficient partially linear regression models with current status data
Robust finite mixture regression for heterogeneous targets
A Computational Framework for Multivariate Convex Regression and Its Variants
Partially linear structure identification in generalized additive models with NP-dimensionality
Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation
Oracle inequalities for cross-validation type procedures
On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators
Isotonic regression with unknown permutations: statistics, computation and adaptation
Distribution-free robust linear regression
SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
Isotonic regression in general dimensions
The estimation for the general additive-multiplicative hazard model using the length-biased survival data
\(M\)-processes and applications
Empirical Processes in Action: A Review
Convex models, MLE and misspecification
Density estimation with stagewise optimization of the empirical risk
\(\ell^{1}\) sparsity and applications in estimation
l¹Penalty for Ill-Posed Inverse Problems
Convergence rates for smoothing spline estimators in varying coefficient models
Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
Worst-case estimation for econometric models with unobservable components
Sieve M-estimation for semiparametric varying-coefficient partially linear regression model
On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems
Efficient estimation of a varying-coefficient partially linear binary regression model
Asymptotic normality of support vector machine variants and other regularized kernel methods
On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation
High-dimensional quantile varying-coefficient models with dimension reduction
Tail index estimation, concentration and adaptivity
Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS
Adaptive risk bounds in unimodal regression
Empirical risk minimization for heavy-tailed losses
A weighted localization of halfspace depth and its properties
An asymptotic theory for the nonparametric maximum likelihood estimator in the Cox gene model
Sampling discretization and related problems
A solution to Hammer's X-ray reconstruction problem
Efficiency of profile likelihood in semi-parametric models
The landscape of empirical risk for nonconvex losses
Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations
Convergence of nonparametric functional regression estimates with functional responses
Semiparametric \(M\)-estimation with non-smooth criterion functions
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii
Nonparametric regression with martingale increment errors
Statistical estimation with model selection
On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models
Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
Nonparametric (smoothed) likelihood and integral equations
On density and regression estimation with incomplete data
Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses
Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields
Support vector machines with a reject option
Convergence of linear functionals of the Grenander estimator under misspecification
Upper functions for positive random functionals. I: General setting and Gaussian random functions
Least squares after model selection in high-dimensional sparse models
On the empirical estimation of integral probability metrics
Model selection in nonparametric regression
Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation
Adaptive penalized M-estimation with current status data
Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
Uniform bounds for norms of sums of independent random functions
A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options
Optimal classification and nonparametric regression for functional data
A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
Nonparametric regression with filtered data
Confidence sets in sparse regression
The local geometry of finite mixtures
A high-dimensional Wilks phenomenon
Nonparametric regression in nonstandard spaces
Convergence rates of least squares regression estimators with heavy-tailed errors
Current status data with competing risks: consistency and rates of convergence of the MLE
General frequentist properties of the posterior profile distribution
Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities
Optimal rates of convergence for convex set estimation from support functions
Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
Semiparametric additive transformation model under current status data
Phase retrieval for characteristic functions of convex bodies and reconstruction from covariograms
Bootstrap consistency for general semiparametric \(M\)-estimation
Fast learning rates for plug-in classifiers
Variable selection in high-dimensional partly linear additive models
An improved global risk bound in concave regression
Metric and probabilistic information associated with Fredholm integral equations of the first kind
Rates of convergence of posterior distributions.
Global risk bounds and adaptation in univariate convex regression
Classifiers of support vector machine type with \(\ell_1\) complexity regularization
Oracle posterior contraction rates under hierarchical priors
The uniform laws of large numbers for the tent map
Statistical inference for nonparametric GARCH models
Estimating multiplicative and additive hazard functions by kernel methods
From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
Consistent covariate selection and post model selection inference in semiparametric regression.

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