Pages that link to "Item:Q1906192"
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The following pages link to Formulae for mean integrated squared error of nonlinear wavelet-based density estimators (Q1906192):
Displaying 50 items.
- Testing for change points in partially linear models (Q277056) (← links)
- Wavelet density estimation for weighted data (Q393574) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Online wavelet-based density estimation for non-stationary streaming data (Q425389) (← links)
- Wavelet based estimation for the derivative of a density by block thresholding under random censorship (Q459486) (← links)
- Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
- On minimaxity of block thresholded wavelets under elliptical symmetry (Q622448) (← links)
- Bayesian selection of primary resolution and wavelet bias functions for wavelet regression (Q626208) (← links)
- Wavelet estimation of conditional density with truncated, censored and dependent data (Q631610) (← links)
- Estimation of the intensity of non-homogeneous point processes via wavelets (Q652617) (← links)
- Asymptotic normality of wavelet density estimator under censored dependent observations (Q692737) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- The root-unroot algorithm for density estimation as implemented via wavelet block thresholding (Q846741) (← links)
- On the minimax optimality of wavelet estimators with censored data (Q872066) (← links)
- Nonlinear wavelet density estimation with data missing at random when covariates are present (Q889153) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Performance of wavelet methods for functions with many discontinuities (Q1354445) (← links)
- Nonparametric hazard rate estimation by orthogonal wavelet methods (Q1361752) (← links)
- On choosing a non-integer resolution level when using wavelet methods (Q1380623) (← links)
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
- Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs (Q1400144) (← links)
- Non-linear wavelet-based density estimators under random censorship (Q1410576) (← links)
- Approximation rates of the error distribution of wavelet estimators of a density function under censorship (Q1416479) (← links)
- Adaptive wavelet estimator for nonparametric density deconvolution (Q1583899) (← links)
- Adaptive wavelet empirical Bayes estimation of a location or a scale parameter (Q1591284) (← links)
- Density deconvolution based on wavelets with bounded supports (Q1612999) (← links)
- Nonparametric density estimation for spatial data with wavelets (Q1750001) (← links)
- Wavelet-based estimation with multiple sampling rates (Q1766122) (← links)
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation (Q1781152) (← links)
- Block threshold rules for curve estimation using kernel and wavelet methods (Q1807104) (← links)
- Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice (Q1807122) (← links)
- Nonlinear wavelet smoothing of error density in a semiparametric regression model (Q1807855) (← links)
- Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
- A central limit theorem for the \(L_2\) error of positive wavelet density estimator (Q1881422) (← links)
- A new class of metric divergences on probability spaces and its applicability in statistics (Q1881424) (← links)
- A note on the wavelet oracle (Q1962239) (← links)
- Wavelet-M-estimation for time-varying coefficient time series models (Q2004153) (← links)
- Asymptotics for \(L_1\)-wavelet method for nonparametric regression (Q2069557) (← links)
- Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes (Q2155801) (← links)
- Wavelet-based estimators of mean regression function with long memory data (Q2432592) (← links)
- Density estimation and comparison with a penalized mixture approach (Q2512759) (← links)
- Estimation of a regression function with a sharp change point using boundary wavelets (Q2567199) (← links)
- On the minimax optimality of block thresholded wavelet estimators with long memory data (Q2643279) (← links)
- On Wavelet Estimation of the Derivatives of a Density Based on Biased Data (Q2797830) (← links)
- Global L<sub>2</sub> error of wavelet density estimator with truncated and strong mixing observations (Q2875673) (← links)
- NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS (Q2891170) (← links)
- Smooth and Semismooth Newton Methods for Constrained Approximation and Estimation (Q2895679) (← links)
- Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results (Q2979611) (← links)
- Convergence rate of wavelet density estimator with data missing randomly when covariables are present (Q2980153) (← links)
