Pages that link to "Item:Q1354453"
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The following pages link to Consistency for the least squares estimator in nonparametric regression (Q1354453):
Displaying 15 items.
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- Model selection in nonparametric regression (Q1394765) (← links)
- Localization of VC classes: beyond local Rademacher complexities (Q1663641) (← links)
- On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
- Variational analysis of constrained M-estimators (Q2215758) (← links)
- Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
- Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case (Q2422732) (← links)
- Nonlinear least-squares estimation (Q2489768) (← links)
- Nonparametric regression with additional measurement errors in the dependent variable (Q2499087) (← links)
- On consistent statistical procedures in regression (Q2502143) (← links)
- Iterative isotonic regression (Q2786465) (← links)
- Deep nonparametric regression on approximate manifolds: nonasymptotic error bounds with polynomial prefactors (Q6172194) (← links)
- On the inversion-free Newton's method and its applications (Q6612368) (← links)
- An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models (Q6632594) (← links)
