Pages that link to "Item:Q2348102"

The following pages link to Penalized least squares estimation in the additive model with different smoothness for the components (Q2348102):

Displayed 5 items.

• On concentration for (regularized) empirical risk minimization (Q1688423) ‎ (← links)
• Minimax optimal estimation in partially linear additive models under high dimension (Q1740526) ‎ (← links)
• On the uniform convergence of empirical norms and inner products, with application to causal inference (Q2452107) ‎ (← links)
• Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions (Q3391123) ‎ (← links)
• Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases (Q4578060) ‎ (← links)