The following pages link to E. Belitser (Q215862):
Displaying 41 items.
- Recursive tracking algorithm for a predictable time-varying parameter of a time series (Q259851) (← links)
- Optimal measurement allocation under precision budget constraint (Q310625) (← links)
- On properties of the algorithm for pursuing a drifting quantile (Q384242) (← links)
- (Q590066) (redirect page) (← links)
- (Q591602) (redirect page) (← links)
- Lower bound for the oracle projection posterior convergence rate (Q624990) (← links)
- Adaptive filtering of a random signal in Gaussian white noise (Q734272) (← links)
- Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function (Q741809) (← links)
- Adaptive priors based on splines with random knots (Q899059) (← links)
- Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes (Q899533) (← links)
- On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior (Q1007358) (← links)
- Empirical Bayesian test of the smoothness (Q1019516) (← links)
- Efficient estimation of analytic density under random censorship (Q1283381) (← links)
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution (Q1429316) (← links)
- Local inference by penalization method for biclustering model (Q1631204) (← links)
- Recursive estimation of a drifted autoregressive parameter. (Q1848802) (← links)
- On minimax filtering over ellipsoids (Q1903291) (← links)
- Empirical Bayes oracle uncertainty quantification for regression (Q1996760) (← links)
- On coverage and local radial rates of credible sets (Q2012930) (← links)
- Uncertainty quantification for robust variable selection and multiple testing (Q2106788) (← links)
- Needles and straw in a haystack: robust confidence for possibly sparse sequences (Q2278660) (← links)
- Oracle convergence rate of posterior under projection prior and Bayesian model selection (Q2437894) (← links)
- Correction to: ``Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function'' (Q2656611) (← links)
- Minimax estimation in the blurred signal model (Q2769659) (← links)
- Oracle Wiener filtering of a Gaussian signal (Q2896752) (← links)
- Recursive Estimation of Conditional Spatial Medians and Conditional Quantiles (Q2934413) (← links)
- (Q4037081) (← links)
- Asymptotically Minimax Nonparametric Regression in L<sub>2</sub> (Q4331854) (← links)
- Local minimax pointwise estimation of a multivariate density (Q4407094) (← links)
- CONSISTENCY IN NONPARAMETRIC MINIMAX REGRESSION ESTIMATION (Q4449052) (← links)
- (Q4524756) (← links)
- On asymptotic expansion of pseudovalues in nonparametric median regression (Q4659564) (← links)
- Minimax recovery of blurred signal from discrete noisy data (Q4789776) (← links)
- Estimating the Period of a Cyclic Non‐Homogeneous Poisson Process (Q4923050) (← links)
- (Q4940648) (← links)
- Local Posterior Concentration Rate for Multilevel Sparse Sequences (Q5267855) (← links)
- Asymptotically local minimax estimation of infinitely smooth density with censored data (Q5949372) (← links)
- Online Tracking of a Predictable Drifting Parameter of a Time Series (Q6242366) (← links)
- Uncertainty quantification for robust variable selection and multiple testing (Q6378023) (← links)
- Bayesian one- and two-sided inference on the local effective dimension (Q6519292) (← links)
- On empirical Bayes approach to inverse problems (Q6547685) (← links)
