Pages that link to "Item:Q5955637"
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The following pages link to Nonlinear estimation in anisotropic multi-index denoising (Q5955637):
Displaying 46 items.
- Nonparametric weighted estimators for biased data (Q274036) (← links)
- Adaptive pointwise estimation of conditional density function (Q297473) (← links)
- Anisotropic de-noising in functional deconvolution model with dimension-free convergence rates (Q351683) (← links)
- Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure (Q355129) (← links)
- A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression (Q396020) (← links)
- On adaptive minimax density estimation on \(\mathbb R^d\) (Q398772) (← links)
- Convolution power kernels for density estimation (Q419268) (← links)
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate (Q470511) (← links)
- Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality (Q638806) (← links)
- Nonparametric regression with martingale increment errors (Q645603) (← links)
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
- Pointwise adaptive estimation of a multivariate density under independence hypothesis (Q888472) (← links)
- Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities (Q957721) (← links)
- Universal pointwise selection rule in multivariate function estimation (Q1002540) (← links)
- Nonparametric estimation of composite functions (Q1018644) (← links)
- A new approach to estimator selection (Q1708984) (← links)
- Oracle inequalities and adaptive estimation in the convolution structure density model (Q1731755) (← links)
- Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence (Q1746564) (← links)
- Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes (Q1769787) (← links)
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (Q1800055) (← links)
- Random rates in anisotropic regression. (With discussion) (Q1848941) (← links)
- Spatial adaptation in heteroscedastic regression: propagation approach (Q1950843) (← links)
- Anisotropic adaptive kernel deconvolution (Q1951512) (← links)
- Estimation and detection of functions from anisotropic Sobolev classes (Q1952196) (← links)
- Multivariate adaptive warped kernel estimation (Q2002571) (← links)
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
- Nonparametric density estimation from observations with multiplicative measurement errors (Q2179230) (← links)
- Hyperbolic wavelet thresholding methods and the curse of dimensionality through the maxiset approach (Q2252209) (← links)
- On robust cross-validation for nonparametric smoothing (Q2259086) (← links)
- \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis (Q2259530) (← links)
- Pointwise adaptive estimation of a multivariate function (Q2261918) (← links)
- Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000) (← links)
- Rejoinder on: ``Local quantile regression'' (Q2434701) (← links)
- Spatially inhomogeneous linear inverse problems with possible singularities (Q2438765) (← links)
- Adaptive estimation under single-index constraint in a regression model (Q2448721) (← links)
- Anisotropic function estimation using multi-bandwidth Gaussian processes (Q2448734) (← links)
- Rodeo: Sparse, greedy nonparametric regression (Q2477052) (← links)
- Bandwidth selection in kernel empirical risk minimization via the gradient (Q2515491) (← links)
- (Q5011559) (← links)
- (Q5043135) (← links)
- Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces (Q5051324) (← links)
- Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model (Q5079846) (← links)
- Adaptation to lowest density regions with application to support recovery (Q5963522) (← links)
- Theory of adaptive estimation (Q6200220) (← links)