Aggregation of affine estimators
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Publication:2447090
DOI10.1214/14-EJS886zbMath1348.62132arXiv1311.2799OpenAlexW2963027586MaRDI QIDQ2447090
Lucy Xia, Philippe Rigollet, Dong Dai, Tong Zhang
Publication date: 24 April 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.2799
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)
Related Items (6)
Solution of linear ill-posed problems by model selection and aggregation ⋮ Exponential weights in multivariate regression and a low-rankness favoring prior ⋮ User-friendly Introduction to PAC-Bayes Bounds ⋮ Optimal bounds for aggregation of affine estimators ⋮ On the exponentially weighted aggregate with the Laplace prior ⋮ Second-order Stein: SURE for SURE and other applications in high-dimensional inference
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