Linear and convex aggregation of density estimators
نویسندگان
چکیده
منابع مشابه
Linear and convex aggregation of density estimators
We study the problem of learning the best linear and convex combination of M estimators of a density with respect to the mean squared risk. We suggest aggregation procedures and we prove sharp oracle inequalities for their risks, i.e., oracle inequalities with leading constant 1. We also obtain lower bounds showing that these procedures attain optimal rates of aggregation. As an example, we con...
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ژورنال
عنوان ژورنال: Mathematical Methods of Statistics
سال: 2007
ISSN: 1066-5307,1934-8045
DOI: 10.3103/s1066530707030052