Concentration inequalities for the exponential weighting method

DOI10.3103/S1066530714010025zbMath1310.62012OpenAlexW2095579730MaRDI QIDQ461822

J. Herrera, D. Rodríguez-Gómez

Publication date: 15 October 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530714010025

zbMATH Keywords

concentration inequalityoracle inequalityexponential weightingordered smoothersunbiased risk estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Inequalities; stochastic orderings (60E15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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