Model Selection in Nonparametric Regression
Model selection using a penalized data-splitting device is studied in the context of nonparametric regression. Finite sample bounds under mild conditions are obtained. The resulting estimates are adaptive for large classes of functions.
| Veröffentlicht in: | The Annals of Statistics. - Institute of Mathematical Statistics. - 31(2003), 1, Seite 252-273 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2003
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| Zugriff auf das übergeordnete Werk: | The Annals of Statistics |
| Schlagworte: | Adaptive Estimation Classification Data-Splitting Least Squares Estimation Model Selection Penalized Least Squares VC-Major Classes Information science Mathematics |
| Online verfügbar |
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