PenalizationversusGoldenshluger − Lepski strategies in warped bases regression

DOI10.1051/PS/2011165MaRDI QIDQ5408475zbMATH OpenOpenAlexFDO

Authors Gaëlle Chagny

Publication date 10 April 2014

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2011165

zbMATH Keywords

adaptive estimatormodel selectionnonparametric regression estimationwarped bases

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

Cited in

(14)

• Nonparametric estimation of a quantile density function by wavelet methods
• Multivariate adaptive warped kernel estimation
• Adaptive distributed methods under communication constraints
• Adaptive nonparametric estimation of a component density in a two-class mixture model
• Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to epidemiology
• Point-wise estimation for anisotropic densities
• Warped bases for conditional density estimation
• A sup-norm oracle inequality for a partially linear regression model
• Minimal penalty for Goldenshluger-Lepski method
• Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
• Optimal adaptive estimation of the relative density
• An introduction to nonparametric adaptive estimation
• Adaptive warped kernel estimators
• Adaptive warped kernel estimation for nonparametric regression with circular responses

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