Pages that link to "Item:Q1766127"

The following pages link to Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift (Q1766127):

Displaying 34 items.

• Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
• Asymptotic equivalence of nonparametric autoregression and nonparametric regression (Q449943) (← links)
• Tight conditions for consistency of variable selection in the context of high dimensionality (Q741803) (← links)
• The root-unroot algorithm for density estimation as implemented via wavelet block thresholding (Q846741) (← links)
• Asymptotic equivalence of spectral density estimation and Gaussian white noise (Q847633) (← links)
• A continuous Gaussian approximation to a nonparametric regression in two dimensions (Q850735) (← links)
• Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
• On asymptotically efficient statistical inference on a signal parameter (Q906767) (← links)
• Adaptive estimation of and oracle inequalities for probability densities and characteristic functions (Q930649) (← links)
• Asymptotic equivalence for nonparametric regression with multivariate and random design (Q939669) (← links)
• Asymptotic equivalence and adaptive estimation for robust nonparametric regression (Q1043738) (← links)
• Estimating linear functionals of a sparse family of Poisson means (Q1656848) (← links)
• The Le Cam distance between density estimation, Poisson processes and Gaussian white noise (Q1739120) (← links)
• Strong Gaussian approximation of the mixture Rasch model (Q1740527) (← links)
• Quantile coupling inequalities and their applications (Q1950174) (← links)
• A review of uncertainty quantification for density estimation (Q2048457) (← links)
• On the Le Cam distance between multivariate hypergeometric and multivariate normal experiments (Q2073927) (← links)
• Distributed nonparametric function estimation: optimal rate of convergence and cost of adaptation (Q2131252) (← links)
• Larry Brown's contributions to parametric inference, decision theory and foundations: a survey (Q2194579) (← links)
• Gaussianization machines for non-Gaussian function estimation models (Q2194580) (← links)
• Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities (Q2291968) (← links)
• On adaptive estimation of linear functionals (Q2368856) (← links)
• Tusnády's inequality revisited (Q2388341) (← links)
• When is it no longer possible to estimate a compound Poisson process? (Q2444222) (← links)
• On information pooling, adaptability and superefficiency in nonparametric function estimation (Q2476144) (← links)
• Adaptive nonparametric confidence sets (Q2493553) (← links)
• Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments (Q2510830) (← links)
• Minimax and adaptive inference in nonparametric function estimation (Q2634653) (← links)
• A complement to Le Cam's theorem (Q2642744) (← links)
• Le cam theory on the comparison of statistical models (Q5043133) (← links)
• A refined continuity correction for the negative binomial distribution and asymptotics of the median (Q6179147) (← links)
• Asymptotic comparison of negative multinomial and multivariate normal experiments (Q6555341) (← links)
• Estimating precipitation extremes using the log-histospline (Q6626076) (← links)