Showing 1–15 of 15 results
/ Date/ Name
Jul 18, 2016Estimator selection: a new method with applications to kernel density estimationJun 23, 2004Discussion of "Least angle regression" by Efron et alJul 27, 2010An l1-Oracle Inequality for the LassoFeb 6, 2008Data-driven calibration of penalties for least-squares regressionFeb 4, 2019Numerical performance of Penalized Comparison to Overfitting for multivariate kernel density estimationJan 17, 2022Risk bounds for PU learning under Selected At Random assumptionApr 3, 2008Statistical performance of support vector machinesMar 3, 2015Minimal penalty for Goldenshluger-Lepski methodJun 15, 2015A new V-fold type procedure based on robust testsMar 29, 2005Moment inequalities for functions of independent random variablesFeb 23, 2007Risk bounds for statistical learningAug 1, 2007Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. KoltchinskiiApr 15, 2025Is model selection possible for the $\ell_p$-loss? PCO estimation for regression modelsMay 28, 2015Rates of convergence for robust geometric inferenceApr 24, 2025Concentration inequalities and cut-off phenomena for penalized model selection within a basic Rademacher framework