scientific article; zbMATH DE number 1420699

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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zbMATH Keywords

maximum likelihood estimatorsleast squares estimatorsasymptotic almost sure behaviour of estimators

Mathematics Subject Classification ID

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
• 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
• 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
• 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
• 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
• 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
• Title not available (Why is that?)
• 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

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