Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

This article has been cited by the following article(s):

Minimax bounds for Besov classes in density estimation

Mathieu Sart
Electronic Journal of Statistics 15 (1) (2021)
DOI: 10.1214/21-EJS1856
See this article

Adaptive estimation of the conditional cumulative distribution function from current status data

Sandra Plancade
Journal of Statistical Planning and Inference 143 (9) 1466 (2013)
DOI: 10.1016/j.jspi.2013.04.005
See this article

Adaptive Warped Kernel Estimators

Gaëlle Chagny
Scandinavian Journal of Statistics 42 (2) 336 (2015)
DOI: 10.1111/sjos.12109
See this article

Model Selection for CART Regression Trees

S. Gey and E. Nedelec
IEEE Transactions on Information Theory 51 (2) 658 (2005)
DOI: 10.1109/TIT.2004.840903
See this article

A new algorithm for fixed design regression and denoising

F. Comte and Y. Rozenholc
Annals of the Institute of Statistical Mathematics 56 (3) 449 (2004)
DOI: 10.1007/BF02530536
See this article

On pointwise adaptive curve estimation based on inhomogeneous data

Stéphane Gaïffas
ESAIM: Probability and Statistics 11 344 (2007)
DOI: 10.1051/ps:2007023
See this article

Non-asymptotic adaptive prediction in functional linear models

Élodie Brunel, André Mas and Angelina Roche
Journal of Multivariate Analysis 143 208 (2016)
DOI: 10.1016/j.jmva.2015.09.008
See this article

Model selection and estimation of a component in additive regression

Xavier Gendre
ESAIM: Probability and Statistics 18 77 (2014)
DOI: 10.1051/ps/2012028
See this article

A new method for estimation and model selection: $$\rho $$ ρ -estimation

Y. Baraud, L. Birgé and M. Sart
Inventiones mathematicae 207 (2) 425 (2017)
DOI: 10.1007/s00222-016-0673-5
See this article

A simple nonparametric approach to estimating the distribution of random coefficients in structural models

Jeremy T. Fox, Kyoo il Kim and Chenyu Yang
Journal of Econometrics 195 (2) 236 (2016)
DOI: 10.1016/j.jeconom.2016.05.018
See this article

Estimation of the density of regression errors by pointwise model selection

S. Plancade
Mathematical Methods of Statistics 18 (4) 341 (2009)
DOI: 10.3103/S1066530709040036
See this article

Nonparametric regression estimates with censored data based on block thresholding method

E. Shirazi, H. Doosti, H.A. Niroumand and N. Hosseinioun
Journal of Statistical Planning and Inference 143 (7) 1150 (2013)
DOI: 10.1016/j.jspi.2013.01.003
See this article

Penalized contrast estimation in functional linear models with circular data

E. Brunel and A. Roche
Statistics 49 (6) 1298 (2015)
DOI: 10.1080/02331888.2014.993986
See this article

PenalizationversusGoldenshluger − Lepski strategies in warped bases regression

Gaëlle Chagny
ESAIM: Probability and Statistics 17 328 (2013)
DOI: 10.1051/ps/2011165
See this article

Finite-Dimensional Projection for Classification and Statistical Learning

Gilles Blanchard and Laurent Zwald
IEEE Transactions on Information Theory 54 (9) 4169 (2008)
DOI: 10.1109/TIT.2008.926312
See this article

Nonparametric estimation of the density of the regression noise

Sandra Plancade
Comptes Rendus Mathematique 346 (7-8) 461 (2008)
DOI: 10.1016/j.crma.2008.02.021
See this article

Minimax Adaptive Spectral Estimation From an Ensemble of Signals

F. Bunea, H. Ombao and A. Auguste
IEEE Transactions on Signal Processing 54 (8) 2865 (2006)
DOI: 10.1109/TSP.2006.877639
See this article

Segmentation of the mean of heteroscedastic data via cross-validation

Sylvain Arlot and Alain Celisse
Statistics and Computing 21 (4) 613 (2011)
DOI: 10.1007/s11222-010-9196-x
See this article

Parametric or nonparametric? A parametricness index for model selection

Wei Liu and Yuhong Yang
The Annals of Statistics 39 (4) (2011)
DOI: 10.1214/11-AOS899
See this article

Estimates of the atmospheric parameters of M-type stars: a machine-learning perspective

L M Sarro, J Ordieres-Meré, A Bello-García, A González-Marcos and E Solano
Monthly Notices of the Royal Astronomical Society 476 (1) 1120 (2018)
DOI: 10.1093/mnras/sty165
See this article

Model selection for hazard rate estimation in presence of censoring

Sandra Plancade
Metrika 74 (3) 313 (2011)
DOI: 10.1007/s00184-010-0305-9
See this article

On the Stability and Accuracy of Least Squares Approximations

Albert Cohen, Mark A. Davenport and Dany Leviatan
Foundations of Computational Mathematics 13 (5) 819 (2013)
DOI: 10.1007/s10208-013-9142-3
See this article

Statistical inference in sparse high-dimensional additive models

Karl Gregory, Enno Mammen and Martin Wahl
The Annals of Statistics 49 (3) (2021)
DOI: 10.1214/20-AOS2011
See this article

Regression function estimation on non compact support in an heteroscesdastic model

F. Comte and V. Genon-Catalot
Metrika 83 (1) 93 (2020)
DOI: 10.1007/s00184-019-00727-4
See this article

Nonparametric survival function estimation for data subject to interval censoring case 2

Olivier Bouaziz, Elodie Brunel and Fabienne Comte
Journal of Nonparametric Statistics 31 (4) 952 (2019)
DOI: 10.1080/10485252.2019.1669791
See this article

Local Rademacher complexities and oracle inequalities in risk minimization

Vladimir Koltchinskii
The Annals of Statistics 34 (6) (2006)
DOI: 10.1214/009053606000001019
See this article

Minimax-rate adaptive nonparametric regression with unknown correlations of errors

Guowu Yang and Yuhong Yang
Science China Mathematics 62 (2) 227 (2019)
DOI: 10.1007/s11425-018-9394-x
See this article

Optimal adaptive inference in random design binary regression

Rajarshi Mukherjee and Subhabrata Sen
Bernoulli 24 (1) (2018)
DOI: 10.3150/16-BEJ893
See this article

Two-stage model selection procedures in partially linear regression

Florentina Bunea and Marten H. Wegkamp
Canadian Journal of Statistics 32 (2) 105 (2004)
DOI: 10.2307/3315936
See this article

Estimation Strategies for Censored Lifetimes with a Lexis-Diagram Type Model

ELODIE BRUNEL, FABIENNE COMTE and AGATHE GUILLOUX
Scandinavian Journal of Statistics 35 (3) 557 (2008)
DOI: 10.1111/j.1467-9469.2007.00590.x
See this article

Maxisets for Model Selection

F. Autin, E. Le Pennec, J. M. Loubes and V. Rivoirard
Constructive Approximation 31 (2) 195 (2010)
DOI: 10.1007/s00365-009-9062-2
See this article

Handbook of Financial Time Series

Hannes Leeb and Benedikt M. Pötscher
Handbook of Financial Time Series 889 (2009)
DOI: 10.1007/978-3-540-71297-8_39
See this article

The Goldenshluger–Lepski method for constrained least-squares estimators over RKHSs

Stephen Page and Steffen Grünewälder
Bernoulli 27 (4) (2021)
DOI: 10.3150/20-BEJ1307
See this article

Learning Theory

Florentina Bunea, Alexandre B. Tsybakov and Marten H. Wegkamp
Lecture Notes in Computer Science, Learning Theory 4005 379 (2006)
DOI: 10.1007/11776420_29
See this article

Model selection by resampling penalization

Sylvain Arlot
Electronic Journal of Statistics 3 (none) (2009)
DOI: 10.1214/08-EJS196
See this article

Regression function estimation as a partly inverse problem

F. Comte and V. Genon-Catalot
Annals of the Institute of Statistical Mathematics 72 (4) 1023 (2020)
DOI: 10.1007/s10463-019-00718-2
See this article

Adaptive estimation of linear functionals by model selection

Béatrice Laurent, Carenne Ludeña and Clémentine Prieur
Electronic Journal of Statistics 2 (none) (2008)
DOI: 10.1214/07-EJS127
See this article

Regression in random design and Bayesian warped wavelets estimators

Thanh Mai Pham Ngoc
Electronic Journal of Statistics 3 (none) (2009)
DOI: 10.1214/09-EJS466
See this article

Classification via local multi-resolution projections

Jean-Baptiste Monnier
Electronic Journal of Statistics 6 (none) (2012)
DOI: 10.1214/12-EJS677
See this article

Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process

Charlotte Dion and Sarah Lemler
Statistical Inference for Stochastic Processes 23 (3) 489 (2020)
DOI: 10.1007/s11203-020-09213-5
See this article

Model selection for Gaussian regression with random design

Lucien Birgé
Bernoulli 10 (6) (2004)
DOI: 10.3150/bj/1106314849
See this article

Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process

Hannes Leeb
Bernoulli 14 (3) (2008)
DOI: 10.3150/08-BEJ127
See this article

Drift estimation on non compact support for diffusion models

Fabienne Comte and Valentine Genon-Catalot
Stochastic Processes and their Applications 134 174 (2021)
DOI: 10.1016/j.spa.2021.01.001
See this article

Penalized nonparametric mean square estimation of the coefficients of diffusion processes

Fabienne Comte, Valentine Genon-Catalot and Yves Rozenholc
Bernoulli 13 (2) (2007)
DOI: 10.3150/07-BEJ5173
See this article

Consistent covariate selection and post model selection inference in semiparametric regression

Florentina Bunea
The Annals of Statistics 32 (3) (2004)
DOI: 10.1214/009053604000000247
See this article

High-dimensional additive modeling

Lukas Meier, Sara van de Geer and Peter Bühlmann
The Annals of Statistics 37 (6B) (2009)
DOI: 10.1214/09-AOS692
See this article

Adaptive estimation under single-index constraint in a regression model

Oleg Lepski and Nora Serdyukova
The Annals of Statistics 42 (1) (2014)
DOI: 10.1214/13-AOS1152
See this article

SLOPE is adaptive to unknown sparsity and asymptotically minimax

Weijie Su and Emmanuel Candès
The Annals of Statistics 44 (3) (2016)
DOI: 10.1214/15-AOS1397
See this article

Multivariate adaptive warped kernel estimation

Gaëlle Chagny, Thomas Laloë and Rémi Servien
Electronic Journal of Statistics 13 (1) (2019)
DOI: 10.1214/19-EJS1565
See this article

Cumulative distribution function estimation under interval censoring case 1

Elodie Brunel and Fabienne Comte
Electronic Journal of Statistics 3 (none) (2009)
DOI: 10.1214/08-EJS209
See this article

Estimation of Gaussian graphs by model selection

Christophe Giraud
Electronic Journal of Statistics 2 (none) (2008)
DOI: 10.1214/08-EJS228
See this article

Nonparametric estimation of covariance functions by model selection

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes and Lilian Muñiz-Alvarez
Electronic Journal of Statistics 4 (none) (2010)
DOI: 10.1214/09-EJS493
See this article

Data-driven rate-optimal specification testing in regression models

Emmanuel Guerre and Pascal Lavergne
The Annals of Statistics 33 (2) (2005)
DOI: 10.1214/009053604000001200
See this article

Aggregation for Gaussian regression

Florentina Bunea, Alexandre B. Tsybakov and Marten H. Wegkamp
The Annals of Statistics 35 (4) (2007)
DOI: 10.1214/009053606000001587
See this article

A survey of cross-validation procedures for model selection

Sylvain Arlot and Alain Celisse
Statistics Surveys 4 (none) (2010)
DOI: 10.1214/09-SS054
See this article