Pages that link to "Item:Q2369862"

The following pages link to Minimal penalties for Gaussian model selection (Q2369862):

Displaying 19 items.

• FDR-control in multiscale change-point segmentation (Q153065) (← links)
• Clustering multivariate functional data in group-specific functional subspaces (Q160298) (← links)
• The discriminative functional mixture model for a comparative analysis of bike sharing systems (Q262344) (← links)
• Nonparametric weighted estimators for biased data (Q274036) (← links)
• Adaptive deconvolution of linear functionals on the nonnegative real line (Q313097) (← links)
• Minimal penalty for Goldenshluger-Lepski method (Q335651) (← links)
• Clustering and variable selection for categorical multivariate data (Q367219) (← links)
• Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions (Q402320) (← links)
• Optimal model selection in density estimation (Q441257) (← links)
• Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach (Q457969) (← links)
• Optimal adaptive estimation of the relative density (Q497865) (← links)
• A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
• Estimating the joint distribution of independent categorical variables via model selection (Q605871) (← links)
• Adaptive estimation for Hawkes processes; application to genome analysis (Q605927) (← links)
• Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases (Q4578060) (← links)
• Joint Estimation of Intersecting Context Tree Models (Q4923058) (← links)
• Random thresholds for linear model selection (Q5190281) (← links)
• Histogram selection in non Gaussian regression (Q5851012) (← links)
• Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728) (← links)