The following pages link to Marten H. Wegkamp (Q443765):
Displaying 50 items.
- (Q265298) (redirect page) (← links)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- Discussion of ``Correlated variables in regression: clustering and sparse estimation'' (Q394081) (← links)
- Time-dependent copulas (Q443766) (← links)
- Optimal selection of reduced rank estimators of high-dimensional matrices (Q548562) (← links)
- Support vector machines with a reject option (Q654412) (← links)
- Weak convergence of stationary empirical processes (Q680395) (← links)
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (Q741790) (← links)
- SPADES and mixture models (Q988014) (← links)
- Consistency for the least squares estimator in nonparametric regression (Q1354453) (← links)
- Model selection in nonparametric regression (Q1394765) (← links)
- Necessary and sufficient conditions for weak convergence of smoothed empirical processes. (Q1424474) (← links)
- Weak convergence of empirical copula processes (Q1769785) (← links)
- Complexity regularization via localized random penalties (Q1879970) (← links)
- Likelihood estimation of sparse topic distributions in topic models and its applications to Wasserstein document distance calculations (Q2112814) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
- A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics (Q2174980) (← links)
- Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
- Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (Q2284369) (← links)
- Weak convergence of empirical copula processes indexed by functions (Q2405159) (← links)
- Lasso type classifiers with a reject option (Q2426798) (← links)
- Sparsity oracle inequalities for the Lasso (Q2426799) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- A note on minimum distance estimation of copula densities (Q2483877) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- Asymptotic total variation tests for copulas (Q2515522) (← links)
- Detecting approximate replicate components of a high-dimensional random vector with latent structure (Q2692538) (← links)
- (Q2896021) (← links)
- Uniform Central Limit Theorems for pregaussian classes of functions (Q2900950) (← links)
- (Q3096172) (← links)
- Adaptive Inference for the Mean of a Gaussian Process in Functional Data (Q3100684) (← links)
- Functional Classification in Hilbert Spaces (Q3546567) (← links)
- Quantization for Nonparametric Regression (Q3604423) (← links)
- Wild Bootstrapping in Finite Populations with Auxiliary Information (Q4231312) (← links)
- (Q4236282) (← links)
- Quasi-universal bandwidth selection for kernel density estimators (Q4267419) (← links)
- A note on penalized minimum distance estimation in nonparametric regression (Q4470643) (← links)
- (Q4524737) (← links)
- Estimation and selection procedures in regression: an<i>L</i><sub>1</sub>approach (Q4546737) (← links)
- Two-stage model selection procedures in partially linear regression (Q4652913) (← links)
- Bandwidth Selection for Local Linear Regression Smoothers (Q4672162) (← links)
- (Q5054595) (← links)
- (Q5149229) (← links)
- (Q5159462) (← links)
- Classification with reject option (Q5295962) (← links)
- Aggregation and Sparsity Via ℓ1 Penalized Least Squares (Q5307581) (← links)
- (Q5326903) (← links)
- Fully Dynamic Matching in Bipartite Graphs (Q5363236) (← links)
- Sparse Density Estimation with ℓ1 Penalties (Q5434073) (← links)
- Weighted Minimum Mean-Square Distance from Independence Estimation (Q5475017) (← links)
