Pages that link to "Item:Q701679"
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The following pages link to Application of structural risk minimization to multivariate smoothing spline regression estimates (Q701679):
Displaying 5 items.
- Regularized least-squares regression: learning from a sequence (Q645620) (← links)
- A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time (Q2006839) (← links)
- Estimation of a density using an improved surrogate model (Q2044316) (← links)
- Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks (Q3053683) (← links)
- Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates (Q3942221) (← links)
