Pages that link to "Item:Q1064711"
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The following pages link to Rates of convergence of minimum distance estimators and Kolmogorov's entropy (Q1064711):
Displaying 40 items.
- Performance of discrete associated kernel estimators through the total variation distance (Q273741) (← links)
- Density estimation by the penalized combinatorial method (Q558002) (← links)
- Strongly consistent model selection for densities (Q1019483) (← links)
- \(L_ 1\)-optimal estimates for a regression type function in \(R^ d\) (Q1185831) (← links)
- A universally acceptable smoothing factor for kernel density estimates (Q1354450) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression (Q1383091) (← links)
- Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes (Q1383097) (← links)
- Information-theoretic determination of minimax rates of convergence (Q1578277) (← links)
- Bounds on the minimax rate for estimating a prior over a VC class from independent learning tasks (Q1704568) (← links)
- Selecting iterated modified histograms (Q1732741) (← links)
- Dependence and the dimensionality reduction principle (Q1768126) (← links)
- Minimum distance regression-type estimates with rates under weak dependence (Q1817395) (← links)
- A theory of transfer learning with applications to active learning (Q1945022) (← links)
- Tests and estimation strategies associated to some loss functions (Q2041653) (← links)
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
- Aggregating estimates by convex optimization (Q2102433) (← links)
- Limitations of the Wasserstein MDE for univariate data (Q2103964) (← links)
- Minimax optimal conditional density estimation under total variation smoothness (Q2161185) (← links)
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
- Minimum distance histograms with universal performance guarantees (Q2303497) (← links)
- Learning Poisson binomial distributions (Q2345953) (← links)
- A note on minimum distance estimation of copula densities (Q2483877) (← links)
- Optimal \(L_{1}\) bandwidth selection for variable kernel density estimates (Q2566713) (← links)
- The Consistency and Robustness of Modified Cramér–Von Mises and Kolmogorov–Cramér Estimators (Q2864684) (← links)
- On a dense minimizer of empirical risk in inverse problems (Q2960481) (← links)
- LOCALIZED MODEL SELECTION FOR REGRESSION (Q3632386) (← links)
- A note on L<sub>1</sub>consistent estimation (Q3817451) (← links)
- Nonparametric density estimates with improved . performance on given sets of densities (Q4207482) (← links)
- A general lower bound of minimax risk for absolute‐error loss (Q4381860) (← links)
- A note on penalized minimum distance estimation in nonparametric regression (Q4470643) (← links)
- Estimation and selection procedures in regression: an<i>L</i><sub>1</sub>approach (Q4546737) (← links)
- Robust Estimators in High-Dimensions Without the Computational Intractability (Q4634036) (← links)
- Almost sure classification of densities (Q4806543) (← links)
- (Q5090402) (← links)
- Plug-in <i>L</i><sub>2</sub>-upper error bounds in deconvolution, for a mixing density estimate in <i>R</i><sup><i>d</i></sup> and for its derivatives, via the <i>L</i><sub>1</sub>-error for the mixture (Q5205849) (← links)
- Parameter selection in modified histogram estimates (Q5312721) (← links)
- (Q5743483) (← links)
- On robustness and local differential privacy (Q6172196) (← links)
- Improved quantum data analysis (Q6566467) (← links)
