Pages that link to "Item:Q1914270"

The following pages link to Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes (Q1914270):

Displaying 50 items.

• Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
• Penalized projection estimators of the Aalen multiplicative intensity (Q151324) (← links)
• Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
• Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model (Q297474) (← links)
• The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model (Q337696) (← links)
• Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
• Deviation inequalities for separately Lipschitz functionals of iterated random functions (Q468728) (← links)
• Concentration inequalities for matrix martingales in continuous time (Q681530) (← links)
• A Donsker-type theorem for log-likelihood processes (Q785398) (← links)
• Sharp large deviation results for sums of independent random variables (Q887376) (← links)
• Exponential inequalities for self-normalized martingales with applications (Q957522) (← links)
• Approximation of the basic martingale (Q1339680) (← links)
• Statistical modeling of diffusion processes with free knot splines (Q1408736) (← links)
• Estimating multiplicative and additive hazard functions by kernel methods (Q1429313) (← links)
• A central limit theorem for the gossip process (Q1722019) (← links)
• Weak convergence of some classes of martingales with jumps. (Q1872520) (← links)
• On Bernstein-type inequalities for martingales. (Q1888750) (← links)
• Adaptive estimation of the conditional intensity of marker-dependent counting processes (Q1944676) (← links)
• High-dimensional additive hazards models and the lasso (Q1950827) (← links)
• Locally interacting diffusions as Markov random fields on path space (Q1979897) (← links)
• On Bernstein type inequalities for stochastic integrals of multivariate point processes (Q1999916) (← links)
• Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method (Q2041794) (← links)
• Nonparametric adaptive inference of birth and death models in a large population limit (Q2043821) (← links)
• The variable selection by the Dantzig selector for Cox's proportional hazards model (Q2135519) (← links)
• Long-term concentration of measure and cut-off (Q2169077) (← links)
• Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
• Cutoff for the mean-field zero-range process with bounded monotone rates (Q2179596) (← links)
• Time-uniform Chernoff bounds via nonnegative supermartingales (Q2188432) (← links)
• Exponential inequalities for the supremum of some counting processes and their square martingales (Q2234113) (← links)
• Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces (Q2278679) (← links)
• Structured estimation for the nonparametric Cox model (Q2340869) (← links)
• Lasso and probabilistic inequalities for multivariate point processes (Q2345116) (← links)
• Extended Bayesian information criterion in the Cox model with a high-dimensional feature space (Q2352446) (← links)
• Deviation inequalities for martingales with applications (Q2374243) (← links)
• Variable selection and structure identification for varying coefficient Cox models (Q2404416) (← links)
• On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models (Q2496940) (← links)
• Compensator and exponential inequalities for some suprema of counting processes (Q2497814) (← links)
• A shape theorem for a one-dimensional growing particle system with a bounded number of occupants per site (Q2664539) (← links)
• The Dantzig Selector in Cox's Proportional Hazards Model (Q3103139) (← links)
• Concentration inequalities, counting processes and adaptive statistics (Q3451707) (← links)
• Limit theorems and inequalities via martingale methods (Q3451717) (← links)
• Exact adaptive pointwise estimation on Sobolev classes of densities (Q4534844) (← links)
• Model selection for (auto-)regression with dependent data (Q4534854) (← links)
• ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES (Q4643224) (← links)
• Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation (Q5276172) (← links)
• Uniform convergence rates for spot volatility estimation (Q6064073) (← links)
• The mean-field zero-range process with unbounded monotone rates: mixing time, cutoff, and Poincaré constant (Q6104011) (← links)
• Efficient estimation of the maximal association between multiple predictors and a survival outcome (Q6183767) (← links)
• Nonparametric plug-in classifier for multiclass classification of S.D.E. paths (Q6608186) (← links)
• The asynchronous DeGroot dynamics (Q6641069) (← links)