The following pages link to (Q3283298):
Displaying 50 items.
- Least-squares forecast averaging (Q299227) (← links)
- Convergence of the largest singular value of a polynomial in independent Wigner matrices (Q373563) (← links)
- Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime (Q389068) (← links)
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors (Q391889) (← links)
- Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
- Rademacher inequalities with applications (Q457106) (← links)
- A local limit law for the empirical spectral distribution of the anticommutator of independent Wigner matrices (Q500791) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- Automatic and asymptotically optimal data sharpening for nonparametric regression (Q730822) (← links)
- Optimal rates of convergence for sparse covariance matrix estimation (Q741791) (← links)
- Asymptotic bounds on the quality of the nonparametric regression estimation in \(L_ p\) (Q800669) (← links)
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Exact Rosenthal-type bounds (Q888535) (← links)
- A note on inequalities for probabilities of large deviations of estimators in nonlinear regression models (Q916253) (← links)
- Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
- Moment inequalities for sums of dependent random variables under projective conditions (Q1014052) (← links)
- A remark on almost sure convergence of weighted sums (Q1080271) (← links)
- Integrated square error of nonparametric estimators of regression function: The fixed design case (Q1200739) (← links)
- Semiparametric regression model selections. (Q1298946) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- A sensitivity estimate for Boolean functions (Q1334688) (← links)
- Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model (Q1599064) (← links)
- On bandwidth selection in partial linear regression models under dependence (Q1613093) (← links)
- Thresholds for detecting an anomalous path from noisy environments (Q1617137) (← links)
- Finite range decomposition for Gaussian measures with improved regularity (Q1653292) (← links)
- Model averaging with averaging covariance matrix (Q1670200) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- Gaussian mixtures: entropy and geometric inequalities (Q1800822) (← links)
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression (Q1807078) (← links)
- Speed of convergence of classical empirical processes in \(p\)-variation norm (Q1872240) (← links)
- Testing for additivity in nonparametric regression (Q1922370) (← links)
- Automatic bandwidth choice and confidence intervals in nonparametric regression (Q1922372) (← links)
- Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
- General oracle inequalities for model selection (Q1951973) (← links)
- Asymptotic optimality of full cross-validation for selecting linear regression models (Q1962131) (← links)
- Least squares model averaging based on generalized cross validation (Q2046232) (← links)
- Mallows model averaging estimation for linear regression model with right censored data (Q2115208) (← links)
- Sharp Khinchin-type inequalities for symmetric discrete uniform random variables (Q2130544) (← links)
- Model averaging for interval-valued data (Q2140226) (← links)
- Optimal model averaging estimator for semi-functional partially linear models (Q2227201) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Cross-validation in nonparametric regression with outliers (Q2368855) (← links)
- Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096) (← links)
- Model selection: a Lagrange optimization approach (Q2390476) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
- Asymptotically liberating sequences of random unitary matrices (Q2445925) (← links)
- Variable screening in predicting clinical outcome with high-dimensional microarrays (Q2455462) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Consistent linear model selection (Q2489823) (← links)
