Pages that link to "Item:Q1434003"
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The following pages link to Nonparametric estimators which can be ``plugged-in''. (Q1434003):
Displaying 38 items.
- Optimal rate of direct estimators in systems of ordinary differential equations linear in functions of the parameters (Q137928) (← links)
- The Bayesian analysis of complex, high-dimensional models: can it be CODA? (Q252815) (← links)
- On the optimal estimation of probability measures in weak and strong topologies (Q282569) (← links)
- Quarticity and other functionals of volatility: efficient estimation (Q366987) (← links)
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise (Q385781) (← links)
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- Uniform central limit theorems for the Grenander estimator (Q491404) (← links)
- From the early days of the semiparametric field: a conversation with Ya'acov Ritov (Q715788) (← links)
- Uniform limit theorems for wavelet density estimators (Q838011) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
- A Bernstein-von Mises theorem for smooth functionals in semiparametric models (Q892238) (← links)
- Uniform central limit theorems for kernel density estimators (Q929370) (← links)
- Tests and diagnostics for heterogeneity in the species problem (Q951797) (← links)
- Nonparametric estimation when data on derivatives are available (Q997381) (← links)
- An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation (Q1017888) (← links)
- Adaptation on the space of finite signed measures (Q1019532) (← links)
- Optimal plug-in estimators for nonparametric functional estimation (Q1206707) (← links)
- A uniform central limit theorem and efficiency for deconvolution estimators (Q1950913) (← links)
- Parameter estimation of ODE's via nonparametric estimators (Q1951798) (← links)
- Universal sieve-based strategies for efficient estimation using machine learning tools (Q1983607) (← links)
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density (Q2008616) (← links)
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
- Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
- Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
- Minimax fast rates for discriminant analysis with errors in variables (Q2345118) (← links)
- Estimation of the density of regression errors (Q2368851) (← links)
- Efficient simulation-based minimum distance estimation and indirect inference (Q2437988) (← links)
- Optimal nonparametric estimation of the density of regression errors with finite support (Q2477002) (← links)
- Numerical discretization-based kernel type estimation methods for ordinary differential equation models (Q2516020) (← links)
- Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections (Q2643029) (← links)
- Estimating linear functionals in Poisson mixture models (Q3391787) (← links)
- Uniform in Bandwidth Estimation of Integral Functionals of the Density Function (Q3552946) (← links)
- Parametric Estimation of Ordinary Differential Equations With Orthogonality Conditions (Q4975341) (← links)
- PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY (Q5243488) (← links)
- Time-course window estimator for ordinary differential equations linear in the parameters (Q5963812) (← links)
- An averaging estimator for two-step m-estimation in semiparametric models (Q6536817) (← links)
- Semiparametric Proximal Causal Inference (Q6567929) (← links)
- Differential equations in data analysis (Q6602133) (← links)
