Optimal bounds for aggregation of affine estimators
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Publication:1747732
DOI10.1214/17-AOS1540zbMath1401.62056arXiv1410.0346MaRDI QIDQ1747732
Publication date: 27 April 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.0346
robustaggregationconcentration inequalitypenaltysharp oracle inequalitysequence modelaffine estimatorHanson-WrightQ-aggregation
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)
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