Model selection for Gaussian regression with random design

DOI10.3150/bj/1106314849zbMath1064.62030OpenAlexW4300464200MaRDI QIDQ1763101

Lucien Birgé

Publication date: 21 February 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1106314849

zbMATH Keywords

model selectionHellinger distanceBesov spacesminimax riskrandom design regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Parametric inference (62F99)

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