Pages that link to "Item:Q1951106"
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The following pages link to Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression (Q1951106):
Displaying 14 items.
- Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases (Q887247) (← links)
- Minimax Euclidean separation rates for testing convex hypotheses in \(\mathbb{R}^{d}\) (Q1627564) (← links)
- Estimating linear functionals of a sparse family of Poisson means (Q1656848) (← links)
- On consistent hypothesis testing (Q1683203) (← links)
- Minimax optimal procedures for testing the structure of multidimensional functions (Q1713637) (← links)
- Adaptive estimation of the sparsity in the Gaussian vector model (Q1731745) (← links)
- Optimal sparsity testing in linear regression model (Q2040034) (← links)
- Optimal detection of the feature matching map in presence of noise and outliers (Q2106814) (← links)
- High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
- On asymptotically minimax nonparametric detection of signal in Gaussian white noise (Q2206294) (← links)
- Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean (Q2323942) (← links)
- Curve registration by nonparametric goodness-of-fit testing (Q2348101) (← links)
- Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance (Q2676940) (← links)
- Nonparametric signal detection with small values of type I and type II error probabilities (Q6657306) (← links)
