Estimator selection with respect to Hellinger-type risks

DOI10.1007/s00440-010-0302-yMaRDI QIDQ644788

Yannick Baraud

Publication date: 7 November 2011

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.1486

zbMATH Keywords

histogram; model selection; variable selection; estimator selection; \(T\)-estimator; estimator aggregation; Hellinger loss

Mathematics Subject Classification ID

62G05: Nonparametric estimation

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