Adaptive estimation in regression and complexity of approximation of random fields     regression and complexity  approximation  random fields       font style='font-size:12px;'> 2012/9/17

In this thesis we study adaptive nonparametric regression with noise misspecifi-cation and the complexity of approximation of random fields in dependence of the dimension. First, we consider the prob...

存档文本 存档附件 原文地址 文献传递

Adaptive estimation of covariance matrices via Cholesky decomposition     Covariance matrix  banding  Cholesky decomposition       font style='font-size:12px;'> 2010/10/19

This paper studies the estimation of a large covariance matrix. We introduce a novel procedure called ChoSelect based on the Cholesky factor of the inverse covariance. This method uses a dimension red...

存档文本 存档附件 原文地址 文献传递

Adaptive estimation of linear functionals by model selection     Nonparametric regression  white noise model  adaptive estimation  model selection  pointwise adaptive estimation       font style='font-size:12px;'> 2009/9/16

We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle inequality for the r...

存档文本 存档附件 原文地址 文献传递