The following pages link to Robust tests for model selection (Q5499677):
Displaying 19 items.
- Robust estimation on a parametric model via testing (Q282553) (← links)
- Hypothesis testing via affine detectors (Q309575) (← links)
- Hypothesis testing by convex optimization (Q491378) (← links)
- Discussion of ``Hypothesis testing by convex optimization'' (Q491380) (← links)
- Model selection tests for moment inequality models (Q494361) (← links)
- Parameter-based hypothesis tests for model selection (Q1350322) (← links)
- Pólya tree posterior distributions on densities (Q1700406) (← links)
- Learning from MOM's principles: Le Cam's approach (Q2010482) (← links)
- Tests and estimation strategies associated to some loss functions (Q2041653) (← links)
- Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
- Aggregating estimates by convex optimization (Q2102433) (← links)
- Hypotheses testing and posterior concentration rates for semi-Markov processes (Q2243560) (← links)
- Model selection for density estimation with \(\mathbb L_2\)-loss (Q2447292) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- Confidence sets for model selection by F -testing (Q3448731) (← links)
- Estimating the conditional density by histogram type estimators and model selection (Q5350274) (← links)
- Deconvolution for some singular density errors via a combinatorial median of means approach (Q6062700) (← links)
- Minimax rates for conditional density estimation via empirical entropy (Q6117050) (← links)
- A corrected Clarke test for model selection and beyond (Q6163272) (← links)
