Pages that link to "Item:Q1291160"
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The following pages link to Risk bounds for model selection via penalization (Q1291160):
Displaying 50 items.
- Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection (Q2261910) (← links)
- Maxisets for model selection (Q2267395) (← links)
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
- Regression function estimation on non compact support in an heteroscesdastic model (Q2303034) (← links)
- Bayesian linear size-and-shape regression with applications to face data (Q2316995) (← links)
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection (Q2317256) (← links)
- Adaptive procedure for Fourier estimators: application to deconvolution and decompounding (Q2326063) (← links)
- Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution (Q2338100) (← links)
- Testing the regularity of a smooth signal (Q2345129) (← links)
- Estimation and model selection for model-based clustering with the conditional classification likelihood (Q2346523) (← links)
- Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
- Minimal penalties for Gaussian model selection (Q2369862) (← links)
- Data-adaptive estimation of the treatment-specific mean (Q2370469) (← links)
- Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder) (Q2373576) (← links)
- Optimal dyadic decision trees (Q2384139) (← links)
- Statistical estimation with model selection (Q2385788) (← links)
- Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
- Least squares type estimation of the transition density of a particular hidden Markov chain (Q2426823) (← links)
- Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
- Non-parametric adaptive estimation of the drift for a jump diffusion process (Q2434505) (← links)
- Adaptive circular deconvolution by model selection under unknown error distribution (Q2435214) (← links)
- Adaptive estimation in circular functional linear models (Q2437884) (← links)
- Estimating composite functions by model selection (Q2438264) (← links)
- Warped bases for conditional density estimation (Q2439928) (← links)
- Adaptively combined forecasting for discrete response time series (Q2442579) (← links)
- Combining regular and irregular histograms by penalized likelihood (Q2445785) (← links)
- Anisotropic function estimation using multi-bandwidth Gaussian processes (Q2448734) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- Improved model selection method for a regression function with dependent noise (Q2457965) (← links)
- Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
- Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). (Q2473068) (← links)
- Adaptive estimation of the transition density of a particular hidden Markov chain (Q2482129) (← links)
- Covariate selection for semiparametric hazard function regression models (Q2486182) (← links)
- Adaptive nonparametric confidence sets (Q2493553) (← links)
- Asymptotically efficient estimates for nonparametric regression models (Q2493807) (← links)
- Testing the order of a model (Q2500450) (← links)
- On risk bounds in isotonic and other shape restricted regression problems (Q2515496) (← links)
- Square root penalty: Adaption to the margin in classification and in edge estimation (Q2569239) (← links)
- On improved loss estimation for shrinkage estimators (Q2634655) (← links)
- Model selection for exponential families (Q2721652) (← links)
- An m-estimation-based model selection criterion with a data-oriented penalty (Q2774411) (← links)
- Low Complexity Regularization of Linear Inverse Problems (Q2799919) (← links)
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space (Q2861817) (← links)
- Central limit theorems for the non-parametric estimation of time-changed Lévy models (Q2911696) (← links)
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
- Conditional mean residual life estimation (Q3021202) (← links)
- Risk hull method for spectral regularization in linear statistical inverse problems (Q3085589) (← links)
- Post-Model-Selection Method for Density Estimation (Q3100635) (← links)
- An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437) (← links)
