Pages that link to "Item:Q1275858"

The following pages link to Minimum contrast estimators on sieves: Exponential bounds and rates of convergence (Q1275858):

Displaying 50 items.

• Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
• Adaptive estimation in the functional nonparametric regression model (Q268736) (← links)
• Nonparametric weighted estimators for biased data (Q274036) (← links)
• Adaptive pointwise estimation of conditional density function (Q297473) (← links)
• Rho-estimators for shape restricted density estimation (Q335669) (← links)
• On the stability and accuracy of least squares approximations (Q385457) (← links)
• Adaptive estimation of the conditional cumulative distribution function from current status data (Q394560) (← links)
• Nonparametric estimation for survival data with censoring indicators missing at random (Q394770) (← links)
• Margin-adaptive model selection in statistical learning (Q453298) (← links)
• Adaptive and minimax estimation of the cumulative distribution function given a functional covariate (Q470511) (← links)
• Confidence intervals for the mean based on exponential type inequalities and empirical likelihood (Q470597) (← links)
• Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
• Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
• A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
• Adaptive estimation of the hazard rate with multiplicative censoring (Q511669) (← links)
• Estimation for Lévy processes from high frequency data within a long time interval (Q548536) (← links)
• Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
• Estimating the joint distribution of independent categorical variables via model selection (Q605871) (← links)
• Nonparametric density estimation in presence of bias and censoring (Q619090) (← links)
• Model selection for hazard rate estimation in presence of censoring (Q649100) (← links)
• Robust linear least squares regression (Q661182) (← links)
• Parametric estimation. Finite sample theory (Q741810) (← links)
• Regression function estimation as a partly inverse problem (Q778881) (← links)
• Parameter tuning in pointwise adaptation using a propagation approach (Q834364) (← links)
• Risk bounds for statistical learning (Q869973) (← links)
• Non-asymptotic adaptive prediction in functional linear models (Q900804) (← links)
• High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
• Posterior convergence rates of Dirichlet mixtures at smooth densities (Q995421) (← links)
• A statistical view of iterative methods for linear inverse problems (Q1019114) (← links)
• Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
• Nonparametric estimation for pure jump Lévy processes based on high frequency data (Q1045792) (← links)
• On methods of sieves and penalization (Q1383094) (← links)
• Information-theoretic determination of minimax rates of convergence (Q1578277) (← links)
• Smooth discrimination analysis (Q1583889) (← links)
• Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
• The Bennett-Orlicz norm (Q1688430) (← links)
• Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
• Auxiliary information: the raking-ratio empirical process (Q1711605) (← links)
• Minimax optimal procedures for testing the structure of multidimensional functions (Q1713637) (← links)
• A new algorithm for fixed design regression and denoising (Q1768095) (← links)
• Convergence rates of posterior distributions. (Q1848786) (← links)
• Adaptive estimation of a quadratic functional by model selection. (Q1848826) (← links)
• Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities. (Q1848903) (← links)
• Convergence rates for density estimation with Bernstein polynomials. (Q1848904) (← links)
• Randomized allocation with nonparametric estimation for a multi-armed bandit problem with covariates (Q1848931) (← links)
• The statistical work of Lucien Le Cam. (Q1848952) (← links)
• M-estimation using penalties or sieves (Q1866217) (← links)
• About the constants in Talagrand's concentration inequalities for empirical processes. (Q1872144) (← links)
• Consistent covariate selection and post model selection inference in semiparametric regression. (Q1879925) (← links)