Kullback-Leibler aggregation and misspecified generalized linear models
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Publication:447818
DOI10.1214/11-AOS961zbMath1274.62298arXiv0911.2919MaRDI QIDQ447818
Publication date: 29 August 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.2919
classification; aggregation; finite sample bounds; logistic regression; regression; generalized linear models; oracle inequalities; minimax lower bounds
62G08: Nonparametric regression and quantile regression
62F10: Point estimation
62J12: Generalized linear models (logistic models)
68T05: Learning and adaptive systems in artificial intelligence
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