Gaussian model selection
From MaRDI portal
Publication:5945247
DOI10.1007/s100970100031zbMath1037.62001MaRDI QIDQ5945247
Publication date: 2001
Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s100970100031
curve estimation; Bayesian view; nonasymptotic point of view; nonparametric; parametric; penalized projection estimators; white noise framework
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62C20: Minimax procedures in statistical decision theory
62A01: Foundations and philosophical topics in statistics
41A46: Approximation by arbitrary nonlinear expressions; widths and entropy
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