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Simultaneous estimation of the mean and the variance in heteroscedastic
  Gaussian regression
v1v2 (latest)

Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression

16 July 2008
X. Gendre
ArXiv (abs)PDFHTML

Papers citing "Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression"

7 / 7 papers shown
Title
Gaussian linear model selection in a dependent context
Gaussian linear model selection in a dependent context
E. Caron
J. Dedecker
Bertrand Michel
13
0
0
03 May 2020
Model selection and estimation of a component in additive regression
Model selection and estimation of a component in additive regression
X. Gendre
93
15
0
28 Sep 2012
Nonparametric estimation of covariance functions by model selection
Nonparametric estimation of covariance functions by model selection
Jérémie Bigot
R. Biscay
Jean-Michel Loubes
Lilian Muñiz Alvarez
87
16
0
28 Sep 2009
Non-asymptotic model selection for linear non least-squares estimation
  in regression models and inverse problems
Non-asymptotic model selection for linear non least-squares estimation in regression models and inverse problems
Ikhlef Bechar
84
0
0
10 Sep 2009
Model selection by resampling penalization
Model selection by resampling penalization
Sylvain Arlot
174
66
0
17 Jun 2009
Segmentation of the mean of heteroscedastic data via cross-validation
Segmentation of the mean of heteroscedastic data via cross-validation
Sylvain Arlot
Alain Celisse
OOD
89
69
0
23 Feb 2009
Choosing a penalty for model selection in heteroscedastic regression
Choosing a penalty for model selection in heteroscedastic regression
Sylvain Arlot
172
13
0
16 Dec 2008
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