The following pages link to Mathieu Sart (Q282552):
Displaying 10 items.
- Robust estimation on a parametric model via testing (Q282553) (← links)
- Estimation of the transition density of a Markov chain (Q405506) (← links)
- (Q510163) (redirect page) (← links)
- A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
- Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method (Q2041794) (← links)
- Minimax bounds for Besov classes in density estimation (Q2044410) (← links)
- Model selection for Poisson processes with covariates (Q2786477) (← links)
- Estimating the conditional density by histogram type estimators and model selection (Q5350274) (← links)
- Deconvolution for some singular density errors via a combinatorial median of means approach (Q6062700) (← links)
- Density estimation under local differential privacy and Hellinger loss (Q6160979) (← links)
