The following pages link to Aad van der Vaart (Q180793):
Displaying 50 items.
- Empirical Bayes scaling of Gaussian priors in the white noise model (Q1951145) (← links)
- Semiparametric minimax rates (Q1952026) (← links)
- Adaptive Bayesian density estimation with location-scale mixtures (Q1952098) (← links)
- A local maximal inequality under uniform entropy (Q1952182) (← links)
- On the Bernstein-von Mises theorem for the Dirichlet process (Q2044376) (← links)
- Stein 1956: Efficient nonparametric testing and estimation (Q2054465) (← links)
- Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type (Q2106781) (← links)
- Adaptive Bayesian credible bands in regression with a Gaussian process prior (Q2206753) (← links)
- A general framework for Bayes structured linear models (Q2215762) (← links)
- Semiparametric Bayesian causal inference (Q2215769) (← links)
- Bayesian linear inverse problems in regularity scales (Q2227478) (← links)
- Corrigendum to: ``Tail dependence of skewed grouped \(t\)-distributions'' (Q2270873) (← links)
- Bayesian inverse problems with partial observations (Q2317094) (← links)
- Comment: ``Bayes, oracle Bayes and empirical Bayes'' (Q2325629) (← links)
- Adaptive posterior contraction rates for the horseshoe (Q2408234) (← links)
- On the asymptotic normality of estimating the affine preferential attachment network models with random initial degrees (Q2409003) (← links)
- Consistent estimation in general sublinear preferential attachment trees (Q2412263) (← links)
- Bayesian inference with rescaled Gaussian process priors (Q2426812) (← links)
- Nonparametric Bayesian model selection and averaging (Q2426825) (← links)
- Posterior convergence rates for Dirichlet mixtures of beta densities (Q2427152) (← links)
- Adaptive nonparametric confidence sets (Q2493553) (← links)
- Misspecification in infinite-dimensional Bayesian statistics (Q2497184) (← links)
- Frequentist coverage of adaptive nonparametric Bayesian credible sets (Q2515484) (← links)
- Rejoinder to discussions of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets'' (Q2515486) (← links)
- Donsker theorems for diffusions: necessary and sufficient conditions (Q2569224) (← links)
- Consistency of semiparametric maximum likelihood estimators for two-phase sampling (Q2747877) (← links)
- A note on bounds for VC dimensions (Q2900951) (← links)
- Estimating and testing linkage disequilibrium from sib data (Q3088155) (← links)
- (Q3096700) (← links)
- Oracle inequalities for multi-fold cross validation (Q3438353) (← links)
- The cross-validated adaptive epsilon-net estimator (Q3438354) (← links)
- Modelling Portfolio Defaults Using Hidden Markov Models with Covariates (Q3499433) (← links)
- Higher order influence functions and minimax estimation of nonlinear functionals (Q3626781) (← links)
- (Q3816834) (← links)
- (Q3827389) (← links)
- An Asymptotic Representation Theorem (Q3982314) (← links)
- (Q4039859) (← links)
- Asymptotic Statistics (Q4223514) (← links)
- (Q4294313) (← links)
- (Q4322405) (← links)
- (Q4356000) (← links)
- Maximum Likelihood Estimation in the Proportional Odds Model (Q4366188) (← links)
- (Q4418357) (← links)
- Smooth estimation of a monotone density (Q4454269) (← links)
- (Q4524739) (← links)
- On Profile Likelihood (Q4541296) (← links)
- Asymptotic Distribution of P Values in Composite Null Models (Q4541336) (← links)
- (Q4602261) (← links)
- On Robins’ formula (Q4659946) (← links)
- Estimating the causal effect of a time‐varying treatment on time‐to‐event using structural nested failure time models (Q4671011) (← links)
