Complexity-penalized estimation of minimum volume sets for dependent data
DOI10.1016/J.JMVA.2010.04.009zbMATH Open1203.62105OpenAlexW2000976678MaRDI QIDQ990877FDOQ990877
Authors: J. Martínez
Publication date: 1 September 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.009
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Nonparametric regression and quantile regression (62G08) Multivariate distribution of statistics (62H10) Inference from stochastic processes (62M99) Estimation in multivariate analysis (62H12) Computational learning theory (68Q32)
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Cited In (7)
- Statistical learning based on Markovian data maximal deviation inequalities and learning rates
- A computable plug-in estimator of minimum volume sets for novelty detection
- Learning minimum volume sets
- Sets that maximize probability and a related variational problem
- Mass volume curves and anomaly ranking
- Fast algorithms for the minimum volume estimator
- Set Estimation, Computation of Volumes and Data Safety
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