The following pages link to Ya'acov Ritov (Q413775):
Displaying 50 items.
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- The Bayesian analysis of complex, high-dimensional models: can it be CODA? (Q252815) (← links)
- Predicting the continuation of a function with applications to call center data (Q389291) (← links)
- Remarks on ``Correlated variables in regression: clustering and sparse estimation'' (Q394083) (← links)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- On the Viterbi process with continuous state space (Q453291) (← links)
- On Bayesian robust regression with diverging number of predictors (Q502783) (← links)
- (Q592386) (redirect page) (← links)
- (Q169462) (redirect page) (← links)
- (Q1175383) (redirect page) (← links)
- (Q169462) (redirect page) (← links)
- PM algorithms for calculating minimum \(\chi ^{2}\) estimators with partially observed sub-tables (Q672426) (← links)
- Decision theoretic optimality of the cusum procedure (Q749130) (← links)
- Estimation in a linear regression model with censored data (Q750043) (← links)
- Asymptotic efficient estimation of the change point with unknown distributions (Q751104) (← links)
- Departures from optimal stopping in an anagram task (Q753735) (← links)
- Achieving information bounds in non and semiparametric models (Q756324) (← links)
- Monte Carlo computation of the mean of a function with convex support (Q804122) (← links)
- Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach (Q1039093) (← links)
- Robust Bayes decision procedures: gross error in the data distribution (Q1066580) (← links)
- Minimax estimation of the mean of a general distribution when the parameter space is restricted (Q1090024) (← links)
- Iterative methods for approximating the subdominant modulus of an eigenvalue of a nonnegative matrix (Q1092608) (← links)
- Efficient estimation in the errors in variables model (Q1102053) (← links)
- Asymptotic results in robust quasi-Bayesian estimation (Q1109450) (← links)
- Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model (Q1120232) (← links)
- Large sample theory of estimation in biased sampling regression models. I (Q1175384) (← links)
- Efficient estimation of linear functionals of a probability measure \(P\) with known marginal distributions (Q1178942) (← links)
- The order-restricted RC model for ordered contingency tables: Estimation and testing for fit (Q1184225) (← links)
- Taylor expansions of eigenvalues of perturbed matrices with applications to spectral radii of nonnegative matrices (Q1189629) (← links)
- Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm (Q1314449) (← links)
- Bounds on the error of an approximate invariant subspace for non-self- adjoint matrices (Q1330385) (← links)
- Monotone estimating equations for censored data (Q1339689) (← links)
- Dynamic sampling applied to problems in optimal control (Q1379932) (← links)
- Nonparametric estimators which can be ``plugged-in''. (Q1434003) (← links)
- Sampling from a stationary process and detecting a change in the mean of a stationary distribution (Q1586575) (← links)
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096) (← links)
- Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models (Q1807129) (← links)
- Inference in hidden Markov models. I: Local asymptotic normality in the stationary case. (Q1815786) (← links)
- On a linear pursuit game with an unknown trap (Q1836599) (← links)
- Hidden Markov model likelihoods and their derivatives behave like i. i. d. ones. (La vraisemblance des chaînes de Markov cachées se comporte comme celle des variables i. i. d.) (Q1863423) (← links)
- The Golden Chain. Discussion on boosting papers (Q1884606) (← links)
- Local Procrustes for manifold embedding: a measure of embedding quality and embedding algorithms (Q1959518) (← links)
- Scalable Monte Carlo inference and rescaled local asymptotic normality (Q1983623) (← links)
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model (Q2040072) (← links)
- Optimal linear discriminators for the discrete choice model in growing dimensions (Q2073710) (← links)
- Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies (Q2106786) (← links)
- Design of c-optimal experiments for high-dimensional linear models (Q2108501) (← links)
- On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions (Q2136638) (← links)
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models (Q2254165) (← links)
- Robust estimation of mixing measures in finite mixture models (Q2295018) (← links)
- Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series (Q2325380) (← links)
- Comment: Empirical Bayes, compound decisions and exchangeability (Q2325631) (← links)
- Simultaneous analysis of Lasso and Dantzig selector (Q2388978) (← links)
