Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
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Publication:4578060
DOI10.1051/PS/2017005zbMath1395.62093arXiv1505.05654OpenAlexW3099765865MaRDI QIDQ4578060
Fabien Navarro, Adrien Saumard
Publication date: 7 August 2018
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.05654
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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Aggregated hold out for sparse linear regression with a robust loss function ⋮ Nonparametric estimation in a regression model with additive and multiplicative noise ⋮ Concentration behavior of the penalized least squares estimator ⋮ Uniform almost sure convergence rate of wavelet estimator for regression model with mixed noise
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