Pages that link to "Item:Q1733113"

The following pages link to Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) (Q1733113):

Displaying 13 items.

• Regression function estimation as a partly inverse problem (Q778881) (← links)
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
• Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density (Q2239311) (← links)
• Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559) (← links)
• Regression function estimation on non compact support in an heteroscesdastic model (Q2303034) (← links)
• Should we estimate a product of density functions by a product of estimators? (Q2683188) (← links)
• Bernstein polynomial model for nonparametric multivariate density (Q4632275) (← links)
• (Q5114797) (← links)
• Rejoinder: Confidence Intervals for Nonparametric Empirical Bayes Analysis (Q5881127) (← links)
• Non compact estimation of the conditional density from direct or noisy data (Q6187889) (← links)
• On a projection least squares estimator for jump diffusion processes (Q6197119) (← links)
• Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials (Q6493982) (← links)
• Hermite regression estimation in noisy convolution model (Q6592784) (← links)