Estimator selection with respect to Hellinger-type risks

10 May 2009

Papers citing "Estimator selection with respect to Hellinger-type risks"

9 / 9 papers shown

Title
Data-driven calibration of linear estimators with minimal penalties Sylvain Arlot Francis R. Bach 136 61 0 10 Sep 2009
Model selection by resampling penalization Sylvain Arlot 118 66 0 17 Jun 2009
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity A. Dalalyan Alexandre B. Tsybakov 147 176 0 19 Mar 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 523 2,530 0 07 Jan 2008
Mixing Least-Squares Estimators when the Variance is Unknown Christophe Giraud 113 27 0 02 Nov 2007
Aggregation for Gaussian regression F. Bunea Alexandre B. Tsybakov M. Wegkamp 497 362 0 19 Oct 2007
Asymptotics: Particles, Processes and Inverse Problems. Festschrift for Piet Groeneboom Eric Cator G. Jongbloed C. Kraaikamp H. P. Lopuhaa J. Wellner AI4CE 126 7 0 11 Sep 2007
A universal procedure for aggregating estimators A. Goldenshluger FedML 560 33 0 19 Apr 2007
Structural adaptation via $L_p$ -norm oracle inequalities A. Goldenshluger O. Lepski 1.0K 66 0 19 Apr 2007