The following pages link to ESAIM: Probability and Statistics (Q146441):
Displaying 50 items.
- Inference robust to outliers with <i>ℓ</i><sub>1</sub>-norm penalization (Q5140337) (← links)
- Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability (Q5140338) (← links)
- Chain-referral sampling on stochastic block models (Q5140339) (← links)
- A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
- Set estimation under biconvexity restrictions (Q5140341) (← links)
- A basic model of mutations (Q5140342) (← links)
- Random forests for time-dependent processes (Q5140344) (← links)
- One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← links)
- Approximation of the invariant distribution for a class of ergodic jump diffusions (Q5140347) (← links)
- Universal consistency of the <i>k</i>-NN rule in metric spaces and Nagata dimension (Q5140348) (← links)
- 𝕃<sup><i>p</i></sup> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
- Estimating fast mean-reverting jumps in electricity market models (Q5140350) (← links)
- Nonparametric regression estimation based on spatially inhomogeneous data: minimax global convergence rates and adaptivity (Q5174342) (← links)
- Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes (Q5174343) (← links)
- Model selection and estimation of a component in additive regression (Q5174344) (← links)
- Upper large deviations for maximal flows through a tilted cylinder (Q5174345) (← links)
- Density smoothness estimation problem using a wavelet approach (Q5174346) (← links)
- Survival probabilities of autoregressive processes (Q5174347) (← links)
- On the time constant in a dependent first passage percolation model (Q5174349) (← links)
- Means in complete manifolds: uniqueness and approximation (Q5174350) (← links)
- On identifiability of mixtures of independent distribution laws (Q5174351) (← links)
- Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections (Q5174352) (← links)
- Unbiased risk estimation method for covariance estimation (Q5174353) (← links)
- Uniform Confidence Bands for Local Polynomial Quantile Estimators (Q5174354) (← links)
- Estimation in autoregressive model with measurement error (Q5174355) (← links)
- Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process (Q5174356) (← links)
- Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion (Q5174357) (← links)
- Asymptotic normality and efficiency of two Sobol index estimators (Q5174358) (← links)
- Random coefficients bifurcating autoregressive processes (Q5174359) (← links)
- Adaptive estimation of a density function using beta kernels (Q5174360) (← links)
- From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields (Q5174362) (← links)
- General approximation method for the distribution of Markov processes conditioned not to be killed (Q5174363) (← links)
- Limit theorems for some functionals with heavy tails of a discrete time Markov chain (Q5174365) (← links)
- Recursive bias estimation for multivariate regression smoothers (Q5174366) (← links)
- A simple approach to functional inequalities for non-local Dirichlet forms (Q5174367) (← links)
- An application of multivariate total positivity to peacocks (Q5174368) (← links)
- Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation (Q5174369) (← links)
- On dependence structure of copula-based Markov chains (Q5174370) (← links)
- Nonparametric estimation of the density of the alternative hypothesis in a multiple testing setup. Application to local false discovery rate estimation (Q5174371) (← links)
- Doubly reflected BSDEs with call protection and their approximation (Q5174372) (← links)
- Uniform strong consistency of a frontier estimator using kernel regression on high order moments (Q5174373) (← links)
- Extremal and additive processes generated by Pareto distributed random vectors (Q5174374) (← links)
- Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift (Q5174375) (← links)
- A natural derivative on [0, <i>n</i>] and a binomial Poincaré inequality (Q5174376) (← links)
- Local degeneracy of Markov chain Monte Carlo methods (Q5174377) (← links)
- A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process (Q5174378) (← links)
- Segmentation of the Poisson and negative binomial rate models: a penalized estimator (Q5174379) (← links)
- Variable selection through CART (Q5174380) (← links)
- A generalized mean-reverting equation and applications (Q5174381) (← links)
