Aggregating estimates by convex optimization

DOI10.4171/MSL/30MaRDI QIDQ2102433

Anatoli B. Juditsky, Arkadi Nemirovski

Publication date: 28 November 2022

Published in: Mathematical Statistics and Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.07836

zbMATH Keywords

adaptive nonparametric estimationestimation over unions of convex setsstatistical aggregation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Applications of mathematical programming (90C90)

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