Pages that link to "Item:Q1017888"

The following pages link to An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation (Q1017888):

Displaying 34 items.

• A general result on the uniform in bandwidth consistency of kernel-type function estimators (Q261466) (← links)
• On the optimal estimation of probability measures in weak and strong topologies (Q282569) (← links)
• Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure (Q355129) (← links)
• Spatially adaptive density estimation by localised Haar projections (Q372575) (← links)
• Smoothed rank-based procedure for censored data (Q485949) (← links)
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency (Q605846) (← links)
• Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections (Q627291) (← links)
• On adaptive inference and confidence bands (Q661162) (← links)
• Uniform limit theorems for wavelet density estimators (Q838011) (← links)
• Pointwise adaptive estimation of a multivariate density under independence hypothesis (Q888472) (← links)
• A note on the universal consistency of the kernel distribution function estimator (Q988117) (← links)
• Adaptation on the space of finite signed measures (Q1019532) (← links)
• Oracle inequalities and adaptive estimation in the convolution structure density model (Q1731755) (← links)
• Locally adaptive density estimation on the unit sphere using needlets (Q1935025) (← links)
• Concentration of scalar ergodic diffusions and some statistical implications (Q2077347) (← links)
• Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations (Q2080286) (← links)
• Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
• Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
• Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225) (← links)
• Adaptive nonparametric estimation of a component density in a two-class mixture model (Q2242876) (← links)
• Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
• Confidence bands in density estimation (Q2380099) (← links)
• Efficient simulation-based minimum distance estimation and indirect inference (Q2437988) (← links)
• Confidence sets in sparse regression (Q2443205) (← links)
• Fourier methods for smooth distribution function estimation (Q2444403) (← links)
• A note on estimating cumulative distribution functions by the use of convolution power kernels (Q2520522) (← links)
• High-frequency Donsker theorems for Lévy measures (Q2634896) (← links)
• Adaptive confidence bands in the nonparametric fixed design regression model (Q2934387) (← links)
• Uniform asymptotics for kernel density estimators with variable bandwidths (Q3589229) (← links)
• Kernel excess mass test for multimodality (Q4639819) (← links)
• The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator (Q5012340) (← links)
• A new class of boundary kernels for distribution function estimation (Q5075566) (← links)
• The Buckley-James estimator and induced smoothing (Q6569946) (← links)
• Nearest neighbor empirical processes (Q6632607) (← links)