Pages that link to "Item:Q1950830"
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The following pages link to Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression (Q1950830):
Displaying 6 items.
- On concentration for (regularized) empirical risk minimization (Q1688423) (← links)
- Spatial adaptation in heteroscedastic regression: propagation approach (Q1950843) (← links)
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions (Q1951154) (← links)
- Set structured global empirical risk minimizers are rate optimal in general dimensions (Q2054522) (← links)
- Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases (Q4578060) (← links)
- Concentration behavior of the penalized least squares estimator (Q6089165) (← links)