Model selection for Gaussian regression with random design
نویسندگان
چکیده
منابع مشابه
Model selection for Gaussian regression with random design
This paper is about Gaussian regression with random design, where the observations are i.i.d., it is known from Le Cam (1973, 1975 and 1986) that the rate of convergence of optimal estimators is closely connected to the metric structure of the parameter space with respect to the Hellinger distance. In particular, this metric structure essentially determines the risk when the loss function is a ...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2004
ISSN: 1350-7265
DOI: 10.3150/bj/1106314849