Model selection: from theory to practice
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Publication:2197389
zbMath1455.62030MaRDI QIDQ2197389
Publication date: 31 August 2020
Published in: Journal de la Société Française de Statistique \& Revue de Statistique Appliquée (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item/JSFS_2008__149_4_5_0
calibratepenalizationmodel selectionempirical processesvariable selectionconcentration inequalitiespenaltychange point detectiondata-driven method
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Cites Work
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- A high-dimensional Wilks phenomenon
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- Estimating the dimension of a model
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- Rates of convergence for minimum contrast estimators
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- Model selection for regression on a fixed design
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- Model selection for (auto-)regression with dependent data
- Some Comments on C P
- Gaussian model selection
- New concentration inequalities in product spaces
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