Pages that link to "Item:Q1856454"
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The following pages link to Least squares estimation with complexity penalties (Q1856454):
Displaying 17 items.
- Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
- Adaptive penalized M-estimation with current status data (Q853825) (← links)
- Multivariate orthogonal series estimates for random design regression (Q935455) (← links)
- Consistencies and rates of convergence of jump-penalized least squares estimators (Q1002154) (← links)
- Smooth functions and local extreme values (Q1020189) (← links)
- Orthogonal series estimates on strong spatial mixing data (Q1681044) (← links)
- Least angle regression. (With discussion) (Q1879940) (← links)
- Extensions of smoothing via taut strings (Q1951967) (← links)
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206) (← links)
- Robust low-rank matrix estimation (Q1990590) (← links)
- Total variation regularized Fréchet regression for metric-space valued data (Q2073719) (← links)
- Confidence sets in sparse regression (Q2443205) (← links)
- Robust semiparametric M-estimation and the weighted bootstrap (Q2571818) (← links)
- Convergence Rates for Penalized Least Squares Estimators in PDE Constrained Regression Problems (Q4960995) (← links)
- Quasi-likelihood and/or robust estimation in high dimensions (Q5965304) (← links)
- Laplace priors and spatial inhomogeneity in Bayesian inverse problems (Q6120819) (← links)
- Imputed quantile tensor regression for near-sited spatial-temporal data (Q6168920) (← links)