The following pages link to (Q4445171):
Displaying 39 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- An alternative approach to confidence interval estimation for the win ratio statistic (Q152727) (← links)
- Sharp deviation bounds for quadratic forms (Q359864) (← links)
- Adaptive confidence sets in \(L^2\) (Q365709) (← links)
- Optimal model selection in density estimation (Q441257) (← links)
- Adaptive tests of homogeneity for a Poisson process (Q629807) (← links)
- Adaptive density estimation: A curse of support? (Q710759) (← links)
- Adaptive goodness-of-fit testing from indirect observations (Q838320) (← links)
- Moment inequalities for U-statistics (Q874735) (← links)
- The LIL for \(U\)-statistics in Hilbert spaces (Q939134) (← links)
- A simple adaptive estimator of the integrated square of a density (Q1002574) (← links)
- A Bernstein-type inequality for functions of bounded interaction (Q1740531) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Self-concordant analysis for logistic regression (Q1952060) (← links)
- Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables (Q2042767) (← links)
- On a Nadaraya-Watson estimator with two bandwidths (Q2044390) (← links)
- Modified log-Sobolev inequalities, Beckner inequalities and moment estimates (Q2076297) (← links)
- Minimax estimation of norms of a probability density. II: Rate-optimal estimation procedures (Q2137010) (← links)
- Estimating linear and quadratic forms via indirect observations (Q2203617) (← links)
- Exponential inequalities for the supremum of some counting processes and their square martingales (Q2234113) (← links)
- Kernel selection in nonparametric regression (Q2239312) (← links)
- Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion (Q2244561) (← links)
- Adaptive optimal kernel density estimation for directional data (Q2274943) (← links)
- Moment inequalities for matrix-valued U-statistics of order 2 (Q2279328) (← links)
- Bandwidth selection for the Wolverton-Wagner estimator (Q2301115) (← links)
- Ranking and empirical minimization of \(U\)-statistics (Q2426626) (← links)
- Calibration of self-decomposable Lévy models (Q2444660) (← links)
- Adaptive goodness-of-fit tests in a density model (Q2497178) (← links)
- Should we estimate a product of density functions by a product of estimators? (Q2683188) (← links)
- Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains (Q2692517) (← links)
- Optimal Kernel Selection for Density Estimation (Q2954056) (← links)
- Concentration inequalities, counting processes and adaptive statistics (Q3451707) (← links)
- Adaptive estimation of a quadratic functional of a density by model selection (Q4671819) (← links)
- (Q4999030) (← links)
- An Exponential Inequality for $U$-Statistics of I.I.D. Data (Q5163524) (← links)
- A model of Poissonian interactions and detection of dependence (Q5962751) (← links)
- Adaptive estimation of intensity in a doubly stochastic Poisson process (Q6140338) (← links)
- Interactive versus noninteractive locally differentially private estimation: two elbows for the quadratic functional (Q6172183) (← links)
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process (Q6184888) (← links)
