Statistical estimation with model selection
نویسندگان
چکیده
منابع مشابه
Statistical estimation with model selection
The purpose of this paper is to explain the interest and importance of (approximate) models and model selection in Statistics. Starting from the very elementary example of histograms we present a general notion of finite dimensional model for statistical estimation and we explain what type of risk bounds can be expected from the use of one such model. We then give the performance of suitable mo...
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ژورنال
عنوان ژورنال: Indagationes Mathematicae
سال: 2006
ISSN: 0019-3577
DOI: 10.1016/s0019-3577(07)00004-3