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