Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression
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Publication:1950830
DOI10.1214/12-EJS679zbMath1334.62068arXiv1304.6691MaRDI QIDQ1950830
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.6691
sup-norm; heteroscedasticity; lower bounds; empirical process; least-squares regression; excess risk; localized basis
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