Pages that link to "Item:Q5961446"

The following pages link to New concentration inequalities in product spaces (Q5961446):

Displaying 50 items.

• A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
• Direct importance estimation for covariate shift adaptation (Q144623) (← links)
• Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
• Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class (Q309534) (← links)
• The mathematical work of Evarist Giné (Q335631) (← links)
• Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636) (← links)
• Inverse statistical learning (Q364201) (← links)
• Adaptive confidence sets in \(L^2\) (Q365709) (← links)
• The restricted isometry property for time-frequency structured random matrices (Q365713) (← links)
• The Bernstein-Orlicz norm and deviation inequalities (Q377523) (← links)
• Adaptive estimation of the conditional cumulative distribution function from current status data (Q394560) (← links)
• Nonparametric estimation for survival data with censoring indicators missing at random (Q394770) (← links)
• About the rate function in Talagrand's inequality for empirical processes (Q412601) (← links)
• Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds (Q438975) (← links)
• Optimal model selection in density estimation (Q441257) (← links)
• The adjacent vertex distinguishing total chromatic number (Q442409) (← links)
• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\) (Q449972) (← links)
• Gaussian approximation of suprema of empirical processes (Q464197) (← links)
• New concentration inequalities for suprema of empirical processes (Q470061) (← links)
• Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
• A sharp threshold for a modified bootstrap percolation with recovery (Q478467) (← links)
• Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order (Q495552) (← links)
• Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
• Boosting conditional probability estimators (Q513339) (← links)
• Generalized sampling and infinite-dimensional compressed sensing (Q515987) (← links)
• Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
• Minimax estimation of the conditional cumulative distribution function (Q541768) (← links)
• Strong approximations for dependent competing risks with independent censoring (Q619083) (← links)
• Nonparametric density estimation in presence of bias and censoring (Q619090) (← links)
• Sparsity in multiple kernel learning (Q620564) (← links)
• Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections (Q627291) (← links)
• Uniform convergence of nonparametric regressions in competing risk models with right censoring (Q643235) (← links)
• Nonparametric regression with martingale increment errors (Q645603) (← links)
• A high-dimensional Wilks phenomenon (Q718891) (← links)
• Exponential concentration for first passage percolation through modified Poincaré inequalities (Q731686) (← links)
• Adaptive functional linear regression (Q741806) (← links)
• Concentration of measure, classification of submeasures, and dynamics of \(L_0\) (Q826489) (← links)
• A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← links)
• Uniform limit theorems for wavelet density estimators (Q838011) (← links)
• Risk bounds for statistical learning (Q869973) (← links)
• Moment inequalities for U-statistics (Q874735) (← links)
• Asymptotic theory for density ridges (Q888497) (← links)
• A concentration inequality for product spaces (Q897692) (← links)
• Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables (Q898401) (← links)
• On the uniform consistency of the Bernstein density estimator (Q900920) (← links)
• Tail index estimation, concentration and adaptivity (Q902214) (← links)
• A few remarks on the operator norm of random Toeplitz matrices (Q966501) (← links)
• Adaptive estimation of stationary Gaussian fields (Q973870) (← links)
• An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation (Q1017888) (← links)
• Adaptation on the space of finite signed measures (Q1019532) (← links)