Pages that link to "Item:Q638806"
From MaRDI portal
The following pages link to Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality (Q638806):
Displaying 50 items.
- Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields (Q265267) (← links)
- An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
- Adaptive estimation in the functional nonparametric regression model (Q268736) (← links)
- Nonparametric weighted estimators for biased data (Q274036) (← links)
- Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates (Q276984) (← links)
- Adaptive pointwise estimation of conditional density function (Q297473) (← links)
- Bidimensional random effect estimation in mixed stochastic differential model (Q300772) (← links)
- Adaptive deconvolution of linear functionals on the nonnegative real line (Q313097) (← links)
- Minimal penalty for Goldenshluger-Lepski method (Q335651) (← links)
- Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure (Q355129) (← links)
- The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach (Q366986) (← 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)
- Optimal adaptive estimation of the relative density (Q497865) (← links)
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models (Q498604) (← links)
- Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
- Adaptive functional linear regression (Q741806) (← links)
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
- Pointwise adaptive estimation of a multivariate density under independence hypothesis (Q888472) (← links)
- Non-asymptotic adaptive prediction in functional linear models (Q900804) (← links)
- Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate (Q1617125) (← links)
- Hypothesis testing for high-dimensional multinomials: a selective review (Q1624805) (← links)
- Functional linear regression with functional response (Q1676375) (← links)
- Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
- Nonparametric density and survival function estimation in the multiplicative censoring model (Q1694023) (← links)
- Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative (Q1697473) (← 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)
- Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data (Q1800055) (← links)
- Adaptive estimation of linear functionals in functional linear models (Q1933354) (← links)
- Anisotropic adaptive kernel deconvolution (Q1951512) (← links)
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs (Q1983602) (← links)
- Adaptive invariant density estimation for ergodic diffusions over anisotropic classes (Q1990588) (← links)
- Multivariate adaptive warped kernel estimation (Q2002571) (← links)
- Density deconvolution under general assumptions on the distribution of measurement errors (Q2039776) (← links)
- Nonparametric adaptive inference of birth and death models in a large population limit (Q2043821) (← links)
- Density estimation on an unknown submanifold (Q2044375) (← links)
- On a Nadaraya-Watson estimator with two bandwidths (Q2044390) (← links)
- Minimax bounds for Besov classes in density estimation (Q2044410) (← links)
- Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation (Q2044419) (← links)
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models (Q2073184) (← links)
- Adaptive regression with Brownian path covariate (Q2077331) (← links)
- Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions (Q2078532) (← links)
- Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations (Q2080286) (← links)
- Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations (Q2083863) (← links)
- Aggregating estimates by convex optimization (Q2102433) (← links)