The following pages link to Ordered linear smoothers (Q1339694):
Displaying 50 items.
- Ordered smoothers with exponential weighting (Q372129) (← links)
- Concentration inequalities for the exponential weighting method (Q461822) (← links)
- Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
- On universal oracle inequalities related to high-dimensional linear models (Q605926) (← links)
- The principle of penalized empirical risk in severely ill-posed problems (Q706328) (← links)
- On oracle inequalities related to data-driven hard thresholding (Q718892) (← links)
- Tikhonov-Phillips regularizations in linear models with blurred design (Q726578) (← links)
- The data-smoothing aspect of Stein estimates (Q761716) (← links)
- On adaptive estimation of linear functionals from observations against white noise (Q784386) (← links)
- ASP fits to multi-way layouts (Q816369) (← links)
- Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities (Q837541) (← links)
- Adaptive density estimation using the blockwise Stein method (Q850749) (← links)
- Adaptation over parametric families of symmetric linear estimators (Q866612) (← links)
- Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout (Q995797) (← links)
- Smoothing splines estimators for functional linear regression (Q1002148) (← links)
- A universal procedure for aggregating estimators (Q1002171) (← links)
- Rank order smoothers with two-dimensional data model (Q1117893) (← links)
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes (Q1307108) (← links)
- Minimax estimation in linear regression under restrictions (Q1587193) (← links)
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors (Q1596116) (← links)
- Oracle inequalities for the stochastic differential equations (Q1656857) (← links)
- Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations (Q1785032) (← links)
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression (Q1807078) (← links)
- Modulation of estimators and confidence sets. (Q1807150) (← links)
- Oracle inequalities for inverse problems (Q1848959) (← links)
- Spline adaptation to smoothness (Q1866244) (← links)
- Statistical properties of the method of regularization with periodic Gaussian reproducing kernel (Q1879972) (← links)
- Exponential weighting and oracle inequalities for projection estimates (Q1928229) (← links)
- Efficient robust nonparametric estimation in a semimartingale regression model (Q1930661) (← links)
- Sharp oracle inequalities for aggregation of affine estimators (Q1940775) (← links)
- Adaptive spectral regularizations of high dimensional linear models (Q1952239) (← links)
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
- The Stein effect for Fréchet means (Q2112836) (← links)
- Alternating least squares in generalized linear models (Q2173223) (← links)
- Empirical risk minimization as parameter choice rule for general linear regularization methods (Q2179243) (← links)
- Spectral cut-off regularizations for ill-posed linear models (Q2261917) (← links)
- Noise level estimation in high-dimensional linear models (Q2278703) (← links)
- On risk concentration for convex combinations of linear estimators (Q2364453) (← links)
- Minimal penalties for Gaussian model selection (Q2369862) (← links)
- Hybid shrinkage estimators using penalty bases for the ordinal one-way layout (Q2388335) (← links)
- Nonparametric registration to low-dimensional function spaces (Q2419146) (← links)
- Oracle convergence rate of posterior under projection prior and Bayesian model selection (Q2437894) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- Risk hull method for spectral regularization in linear statistical inverse problems (Q3085589) (← links)
- The Stein hull (Q3589222) (← links)
- Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models (Q3603643) (← links)
- Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey (Q4554185) (← links)
- SURE Estimates for a Heteroscedastic Hierarchical Model (Q4904724) (← links)
- Estimator of prediction error based on approximate message passing for penalized linear regression (Q4964647) (← links)
- ADAPTIVE ESTIMATION IN A HETEROSCEDASTIC NONPARAMETRIC REGRESSION (Q5046322) (← links)
