Aggregation for Gaussian regression

DOI10.1214/009053606000001587zbMath1209.62065arXiv0710.3654OpenAlexW3106224380WikidataQ105192836 ScholiaQ105192836MaRDI QIDQ2456016

Alexandre B. Tsybakov, Florentina Bunea, Marten H. Wegkamp

Publication date: 17 October 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.3654

zbMATH Keywords

aggregation model selection nonparametric regression minimax risk model averaging oracle inequalities Lasso estimator penalized least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

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