Pages that link to "Item:Q2490800"
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The following pages link to Model selection via testing: an alternative to (penalized) maximum likelihood estimators. (Q2490800):
Displaying 50 items.
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
- Robust estimation on a parametric model via testing (Q282553) (← links)
- Hypothesis testing via affine detectors (Q309575) (← links)
- Rho-estimators for shape restricted density estimation (Q335669) (← links)
- Estimation of the transition density of a Markov chain (Q405506) (← links)
- Hypothesis testing by convex optimization (Q491378) (← links)
- Discussion of ``Hypothesis testing by convex optimization'' (Q491380) (← links)
- A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
- Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Linear and convex aggregation of density estimators (Q734530) (← links)
- Robust forecast combinations (Q738116) (← links)
- Parametric estimation. Finite sample theory (Q741810) (← links)
- Parameter tuning in pointwise adaptation using a propagation approach (Q834364) (← links)
- From local kernel to nonlocal multiple-model image denoising (Q847522) (← links)
- About the non-asymptotic behaviour of Bayes estimators (Q899538) (← links)
- Convergence rates of posterior distributions for non iid observations (Q997377) (← links)
- A universal procedure for aggregating estimators (Q1002171) (← links)
- Model selection for Gaussian regression with random design (Q1763101) (← links)
- On the optimality of the empirical risk minimization procedure for the convex aggregation problem (Q1943331) (← links)
- Exponential bounds for minimum contrast estimators (Q1951999) (← links)
- Plugin procedure in segmentation and application to hyperspectral image segmentation (Q1952077) (← links)
- Rho-estimators revisited: general theory and applications (Q1990601) (← links)
- Robust Bayes-like estimation: rho-Bayes estimation (Q1996790) (← links)
- Learning from MOM's principles: Le Cam's approach (Q2010482) (← links)
- Tests and estimation strategies associated to some loss functions (Q2041653) (← links)
- Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method (Q2041794) (← links)
- Minimax bounds for Besov classes in density estimation (Q2044410) (← links)
- Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
- Aggregating estimates by convex optimization (Q2102433) (← links)
- Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
- Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
- Aggregation of estimators and stochastic optimization (Q2197367) (← links)
- Estimating linear and quadratic forms via indirect observations (Q2203617) (← links)
- Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection (Q2261910) (← links)
- On polyhedral estimation of signals via indirect observations (Q2293715) (← links)
- Estimation of the density of a determinantal process (Q2339145) (← links)
- Statistical estimation with model selection (Q2385788) (← links)
- Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
- Bayesian sieve method for piece-wise smooth regression (Q2407513) (← links)
- Empirical risk minimization is optimal for the convex aggregation problem (Q2435238) (← links)
- Estimating composite functions by model selection (Q2438264) (← links)
- Model selection for density estimation with \(\mathbb L_2\)-loss (Q2447292) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- Simultaneous adaptation to the margin and to complexity in classification (Q2456017) (← links)
- Optimal rates of aggregation in classification under low noise assumption (Q2469663) (← links)
- Generalized aggregation of misspecified models: with an application to asset pricing (Q2658796) (← links)
- Model selection for Poisson processes with covariates (Q2786477) (← links)
- On testing against restricted alternatives for penrose model (Q3717994) (← links)
