Empirical risk minimization is optimal for the convex aggregation problem
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Publication:2435238
DOI10.3150/12-BEJ447zbMath1457.62115arXiv1312.4349MaRDI QIDQ2435238
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.4349
Nonparametric regression and quantile regression (62G08) Inequalities; stochastic orderings (60E15) Minimax procedures in statistical decision theory (62C20)
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