A high-dimensional Wilks phenomenon
From MaRDI portal
Publication:718891
DOI10.1007/S00440-010-0278-7zbMATH Open1230.62072OpenAlexW1980421881WikidataQ58374458 ScholiaQ58374458MaRDI QIDQ718891FDOQ718891
Authors: Stéphane Boucheron, Pascal Massart 
Publication date: 27 September 2011
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-010-0278-7
Recommendations
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Some applications of concentration inequalities to statistics
- Risk bounds for model selection via penalization
- Discussion of ``On concentration for (regularized) empirical risk minimization by Sara van de Geer and Martin Wainwright
- Risk bounds for statistical learning
Nonparametric regression and quantile regression (62G08) Inequalities; stochastic orderings (60E15) Nonparametric inference (62G99)
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Asymptotic Statistics
- Some Comments on C P
- A new look at the statistical model identification
- Title not available (Why is that?)
- Title not available (Why is that?)
- The jackknife estimate of variance
- Generalized likelihood ratio statistics and Wilks phenomenon
- Local linear regression smoothers and their minimax efficiencies
- Title not available (Why is that?)
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
- Convergence of stochastic processes
- New concentration inequalities in product spaces
- Distribution-free inequalities for the deleted and holdout error estimates
- Title not available (Why is that?)
- Smooth discrimination analysis
- A Bennett concentration inequality and its application to suprema of empirical processes
- About the constants in Talagrand's concentration inequalities for empirical processes.
- Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
- The concentration of measure phenomenon
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some applications of concentration inequalities to statistics
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
- Concentration inequalities and asymptotic results for ratio type empirical processes
- Moment inequalities for functions of independent random variables
- Optimal aggregation of classifiers in statistical learning.
- Theory of Classification: a Survey of Some Recent Advances
- A new look at independence
- Rates of growth and sample moduli for weighted empirical processes indexed by sets
- Title not available (Why is that?)
- Title not available (Why is that?)
- Risk bounds for statistical learning
- Empirical minimization
- Density and dimension
- Model selection and error estimation
- On Talagrand's deviation inequalities for product measures
- Concentration inequalities for set-indexed empirical processes
- Minimax testing composite null hypotheses in the discrete regression scheme
- STABILITY RESULTS IN LEARNING THEORY
Cited In (14)
- Finite sample Bernstein-von Mises theorem for semiparametric problems
- One-Step Estimation with Scaled Proximal Methods
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
- A conversation with Jon Wellner
- Model selection: from theory to practice
- Title not available (Why is that?)
- On concentration for (regularized) empirical risk minimization
- Critical dimension in profile semiparametric estimation
- Critical dimension in the semiparametric Bernstein-von Mises theorem
- Discussion of ``On concentration for (regularized) empirical risk minimization by Sara van de Geer and Martin Wainwright
- Sharp deviation bounds for quadratic forms
- Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions
- On accuracy of Gaussian approximation in Bayesian semiparametric problems
This page was built for publication: A high-dimensional Wilks phenomenon
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q718891)
