The following pages link to (Q5694887):
Displaying 15 items.
- Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
- Performance guarantees for individualized treatment rules (Q548554) (← links)
- Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003. (Q879733) (← links)
- A randomized algorithm for nonlinear model structure selection (Q900226) (← links)
- Risk bounds for model selection via penalization (Q1291160) (← links)
- Model selection using mass-nonlocal prior (Q1726889) (← links)
- Efficient robust nonparametric estimation in a semimartingale regression model (Q1930661) (← links)
- Minimal penalties for Gaussian model selection (Q2369862) (← links)
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric (Q3021188) (← links)
- Statistical choice of non-separated one-parameter models (Q3357346) (← links)
- (Q3533306) (← links)
- Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case (Q4843864) (← links)
- ADAPTIVE ESTIMATION IN A HETEROSCEDASTIC NONPARAMETRIC REGRESSION (Q5046322) (← links)
- (Q5869062) (← links)
