Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
H. Djellout, A. Guillin, L. Wu (2006)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “On an optimization problem arising from probability density estimation.”
Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
The integrated squared error estimation of parameters.
Jamal-Dine Chergui (1996)
Extracta Mathematicae
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This paper deals with the problem of estimation in the parametric case for discrete random variables. Their study is facilitated by the powerful method of probability generating function.
Statistical choice of non-separated one-parameter models.
José Tiago de Oliveira (1985)
Trabajos de Estadística e Investigación Operativa
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The purpose of this paper is to study the asymptotic choice between two models {F(x|α), α ∈ A ⊆ R} and {G(x|β), β ∈ B ⊆ R}, A and B being intervals but such that for (α, β}, and only for this pair, we have F(x|α) = G(x|β).
Aggregated estimators and empirical complexity for least square regression
Jean-Yves Audibert (2004)
Annales de l'I.H.P. Probabilités et statistiques
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Asymptotical confidence region in a replicated mixed linear model with an estimated covariance matrix
Lubomír Kubáček (1988)
Mathematica Slovaca
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Statistical analysis of the generalized additive semiparametric survival model with random covariates.
Vacys Bagdonavicius, Mikhail Nikulin (1997)
Qüestiió
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Generalizations of the additive hazards model are considered. Estimates of the regression parameters and baseline function are proposed, when covariates are random. The asymptotic properties of estimators are considered.