Improved robust model selection methods for a Lévy nonparametric regression in continuous time (Q5228594)
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scientific article; zbMATH DE number 7092319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved robust model selection methods for a Lévy nonparametric regression in continuous time |
scientific article; zbMATH DE number 7092319 |
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Improved robust model selection methods for a Lévy nonparametric regression in continuous time (English)
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12 August 2019
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improved non-asymptotic estimation
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James-Stein procedures
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robust quadratic risk
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nonparametric regression
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Lévy process
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model selection
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sharp oracle inequality
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adaptive estimation
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asymptotic efficiency
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