38
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

Convergence rates for the minimum complexity estimator of counting process intensitiesFootnote

&
Pages 611-643 | Received 28 Oct 1998, Published online: 10 Jun 2010

References

  • Antoniadis , A. and Grégoire , G. 1990 . Penalized likelihood estimation for rates for censored survival data . Scand. J. Statist , 17 : 43 – 63 .
  • Antoniadis , A. , Grègoire , G. and Mc Keague , I. W. 1994 . Wavelet methods for curve estimation . Journal of the American Statistical Association , 89 ( 428 ) : 1340 – 1353 .
  • Barron , A. R. August 1985 . “ Logically smooth density estimation ” . In Ph.D. Thesis , August , CA : Stanford University, California, Stanford .
  • Barron , A. R. and Cover , T. M. 1991 . Minimum complexity density estimation . Transactions on Information Theory , 37 August : 1034 – 1054 .
  • Barron , A. R. and Sheu , C. “ Approximation of density functions by sequences of exponential families ” . In Ann. Statist
  • Birman , M. S. and Solomjak , M. Z. 1967 . Piecewize-polynomial approximations of functions of the classes . Wi±p. Mat. USSR-Sbornik , 2 August : 295 – 317 .
  • Bosq , D. and Lecoutre , J. “ Theorie de 1èestimation fonctionnelle. Economica ” .
  • Bretagnolle , J. and Huber , C. 1979 . Estimation den densitès Risque minimax. Z . Wahrschein-lichkeitstheorie und Verw. Gebiete , 47 August : 119 – 137 .
  • Chaitin , G. 1966 . On the length of programs for computing finite binary sequences . Journal of the ACM , 13 August : 547 – 569 .
  • Efroimovich , S. Y. and Pinsker , M. S. 1983 . Estimation of square-integrable probability density of a random variable . Problems Inform. Transmission , 18 175 – 189 .
  • Karr , A. F. 1987 . Maximum likelihood estimation in the multiplicative intensity model via sieves . Ann. Statist , 15 473 – 490 .
  • Kolmogorov , A. N. 1965 . Three approaches to the quantitative definition of information . Problemy Peradachi Information , 1 3 – 11 .
  • Mckeague , I. 1986 . Estimation for a semimartingale regression model using the method of sieves . Ann. Statist , 14 579 – 589 .
  • Mckeague , I. 1988 . Asymptotic theory for weighted least squares estimators in Aalen’s additive risk model . Contemporary Math , 80 139 – 152 .
  • Qian , G. , Gabor , G. and Gupta , R. P. 1994 . Minimum Complexity estimation: A decision-theoretic approach . IEEE Transactions on Information Theory , 40 1081 – 1191 .
  • Ramlau-Hansen , H. 1983 . Smoothing counting process intensities by means of kernel functions . Ann. Statist , 11 453 – 466 .
  • Rissanen , J. 1978 . Modeling by shortest data description . Automatica , 14 465 – 471 .
  • Rissanen , J. 1983 . A universal prior for integers and estimation by minimum description length . Ann. Statist , 11 416 – 431 .
  • Rissanen , J. , Speed , T. P. and Yu , B. 1992 . Density estimation by stochastic complexity . IEEE Transactions on Information Theory , 38 315 – 323 .
  • Solomonoff , R. J. 1964 . A formal theory of inductive inference . Information and Control , 1 ( 22 ) 224 – 254 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.