scientific article; zbMATH DE number 1420699
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zbMATH Open0953.62049MaRDI QIDQ4944751FDOQ4944751
Authors: Sara Van De Geer 
Publication date: 22 March 2000
Title of this publication is not available (Why is that?)
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- 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
- 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
- Adjustments to computer models via projected kernel calibration
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- 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.
- General \(M\)-estimation and its bootstrap
- Efficient independent component analysis
- On regularization algorithms in learning theory
- Nonparametric estimation for a current status right‐censored data model
- Approximation and estimation of \(s\)-concave densities via Rényi divergences
- Optimal aggregation of classifiers in statistical learning.
- On the uniform convergence of empirical norms and inner products, with application to causal inference
- Concentration inequalities and asymptotic results for ratio type empirical processes
- Rho-estimators for shape restricted density estimation
- Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models
- Adaptive confidence sets in \(L^2\)
- Semi-parametric regression: efficiency gains from modeling the nonparametric part
- \(M\)-estimators for regression with changing scale
- Statistical M-estimation and consistency in large deformable models for image warping
- Global rates of convergence of the MLE for multivariate interval censoring
- Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
- Nonparametric curve estimation with missing data: a general empirical process approach
- Calibration of self-decomposable Lévy models
- Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations
- Convergence of algorithms for reconstructing convex bodies and directional measures
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- Inference in finite state space non parametric hidden Markov models and applications
- General oracle inequalities for model selection
- High-dimensional additive modeling
- Inverse statistical learning
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
- Simultaneous adaptation to the margin and to complexity in classification
- Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model
- \(\ell_{1}\)-penalization for mixture regression models
- Inference on power law spatial trends
- On the minimal penalty for Markov order estimation
- Direct importance estimation for covariate shift adaptation
- Optimal estimation in additive regression models
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
- Lectures on empirical processes. Theory and statistical applications.
- 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
- Convergence of linear functionals of the Grenander estimator under misspecification
- Variable selection for generalized odds rate mixture cure models with interval-censored failure time data
- A new approach to estimator selection
- Identification of joint distributions in dependent factor models
- 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
- 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
- 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
- On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators
- Isotonic regression with unknown permutations: statistics, computation and adaptation
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