The following pages link to (Q4524732):
Displaying 50 items.
- Asymptotic normality of quadratic estimators (Q335648) (← links)
- Robust estimation of \(U\)-statistics (Q335650) (← links)
- Sharp deviation bounds for quadratic forms (Q359864) (← links)
- Adaptive confidence sets in \(L^2\) (Q365709) (← links)
- Spatially adaptive density estimation by localised Haar projections (Q372575) (← links)
- On the integrated squared error of the linear wavelet density estimator (Q394569) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Goodness-of-fit test for noisy directional data (Q470069) (← links)
- Nonparametric estimation of the anisotropic probability density of mixed variables (Q631611) (← links)
- Adaptive minimax test of independence (Q647759) (← links)
- Adaptive density estimation: A curse of support? (Q710759) (← links)
- Quenched invariance principles for orthomartingale-like sequences (Q785392) (← links)
- Uniform limit theorems for wavelet density estimators (Q838011) (← links)
- Adaptive goodness-of-fit testing from indirect observations (Q838320) (← links)
- Moment inequalities for sums of products of independent random variables (Q866601) (← links)
- Moment inequalities for U-statistics (Q874735) (← links)
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions (Q930649) (← links)
- The LIL for \(U\)-statistics in Hilbert spaces (Q939134) (← links)
- A few remarks on the operator norm of random Toeplitz matrices (Q966501) (← links)
- On normal approximations to \(U\)-statistics (Q971937) (← links)
- A simple adaptive estimator of the integrated square of a density (Q1002574) (← links)
- Consistency of modularity clustering on random geometric graphs (Q1617118) (← links)
- Hoeffding's inequality for sums of dependent random variables (Q1693395) (← 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)
- A goodness-of-fit test for copula densities (Q1761542) (← links)
- The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator (Q1763111) (← links)
- Moment inequalities for functions of independent random variables (Q1775439) (← links)
- On Hoeffding decomposition in \(L_{p}\) (Q1928875) (← links)
- Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
- Modified log-Sobolev inequalities, Beckner inequalities and moment estimates (Q2076297) (← links)
- On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
- From graph cuts to isoperimetric inequalities: convergence rates of Cheeger cuts on data clouds (Q2138635) (← links)
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
- Adaptive estimation in the supremum norm for semiparametric mixtures of regressions (Q2180080) (← links)
- Exponential inequalities for dependent V-statistics via random Fourier features (Q2184627) (← links)
- Testing for lack-of-fit in functional regression models against general alternatives (Q2189112) (← links)
- Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning (Q2218092) (← links)
- Uniform convergence rates for wavelet curve estimation in sup-norm loss (Q2229942) (← links)
- Exponential inequalities for the supremum of some counting processes and their square martingales (Q2234113) (← links)
- Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
- Moment inequalities for matrix-valued U-statistics of order 2 (Q2279328) (← links)
- Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
- A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations (Q2339565) (← links)
- Laws of the iterated logarithm for the local U-statistic process (Q2385605) (← links)
- Variable selection and structure identification for varying coefficient Cox models (Q2404416) (← links)
- Ranking and empirical minimization of \(U\)-statistics (Q2426626) (← links)
- Global uniform risk bounds for wavelet deconvolution estimators (Q2429928) (← links)
- Efficient simulation-based minimum distance estimation and indirect inference (Q2437988) (← links)
- Exact Rosenthal-type inequalities for \(p=3\), and related results (Q2439633) (← links)
