A high-dimensional Wilks phenomenon

DOI10.1007/s00440-010-0278-7zbMath1230.62072OpenAlexW1980421881WikidataQ58374458 ScholiaQ58374458MaRDI QIDQ718891

Pascal Massart, Stéphane Boucheron

Publication date: 27 September 2011

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-010-0278-7

zbMATH Keywords

concentration inequalitiesstatistical learningsuprema of empirical processesrisk estimates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Inequalities; stochastic orderings (60E15) Nonparametric inference (62G99)

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