The following pages link to Aad W. van der Vaart (Q180793):
Displaying 50 items.
- (Q217203) (redirect page) (← links)
- Higher order tangent spaces and influence functions (Q252823) (← links)
- Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures (Q259196) (← links)
- Bayes procedures for adaptive inference in inverse problems for the white noise model (Q267016) (← links)
- (Q335647) (redirect page) (← links)
- Asymptotic normality of quadratic estimators (Q335648) (← links)
- The horseshoe estimator: posterior concentration around nearly black vectors (Q485913) (← links)
- Higher order inference on a treatment effect under low regularity conditions (Q544637) (← links)
- (Q587804) (redirect page) (← links)
- Bayesian inverse problems with Gaussian priors (Q661174) (← links)
- New Donsker classes (Q674523) (← links)
- Quadratic semiparametric von Mises calculus (Q745337) (← links)
- On differentiable functionals (Q808577) (← links)
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968) (← links)
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth (Q834358) (← links)
- Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- Adaptive Bayesian credible sets in regression with a Gaussian process prior (Q895012) (← links)
- Honest Bayesian confidence sets for the \(L^2\)-norm (Q899534) (← links)
- Credible sets in the fixed design model with Brownian motion prior (Q899539) (← links)
- Transcriptomic heterogeneity in cancer as a consequence of dysregulation of the gene-gene interaction network (Q904362) (← links)
- On the asymptotic information bound (Q912520) (← links)
- Rates of contraction of posterior distributions based on Gaussian process priors (Q930663) (← links)
- Tail dependence of skewed grouped \(t\)-distributions (Q951184) (← links)
- Minimax estimation of the integral of a power of a density (Q958962) (← links)
- Posterior convergence rates of Dirichlet mixtures at smooth densities (Q995421) (← links)
- Convergence rates of posterior distributions for non iid observations (Q997377) (← links)
- Estimating a real parameter in a class of semiparametric models (Q1116226) (← links)
- Existence and consistency of maximum likelihood in upgraded mixture models (Q1201118) (← links)
- (Q1301747) (redirect page) (← links)
- Observed information in semi-parametric models (Q1301748) (← links)
- Bracketing smooth functions (Q1336988) (← links)
- Maximum likelihood estimation under a spatial sampling scheme (Q1354519) (← links)
- (Q1372843) (redirect page) (← links)
- Semiparametric likelihood ratio inference (Q1372844) (← links)
- On Bayesian adaptation (Q1415517) (← links)
- Bayesian community detection (Q1631576) (← links)
- Minimax estimation of a functional on a structured high-dimensional model (Q1687114) (← links)
- Uncertainty quantification for the horseshoe (with discussion) (Q1699717) (← links)
- Efficient maximum likelihood estimation in semiparametric mixture models (Q1816578) (← links)
- Likelihood inference in the errors-in-variables model (Q1817490) (← links)
- Convergence rates of posterior distributions. (Q1848786) (← links)
- Testing monotonicity of regression. (Q1848813) (← links)
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities. (Q1848903) (← links)
- The statistical work of Lucien Le Cam. (Q1848952) (← links)
- Current status regression. (Q1856535) (← links)
- Maximum likelihood estimation with partially censored data (Q1896243) (← links)
- Weak convergence and empirical processes. With applications to statistics (Q1915050) (← links)
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences (Q1940767) (← links)
- The Bernstein-von Mises theorem under misspecification (Q1950820) (← links)
