Pages that link to "Item:Q1002537"
From MaRDI portal
The following pages link to Mixing least-squares estimators when the variance is unknown (Q1002537):
Displaying 11 items.
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
- Mixing least-squares estimators when the variance is unknown (Q1002537) (← links)
- Optimal bounds for aggregation of affine estimators (Q1747732) (← links)
- Sharp oracle inequalities for aggregation of affine estimators (Q1940775) (← links)
- Aggregation of affine estimators (Q2447090) (← links)
- Estimation and variable selection with exponential weights (Q2447091) (← links)
- High-dimensional regression with unknown variance (Q5965306) (← links)
- Sparse estimation by exponential weighting (Q5965309) (← links)
