Bootstrap model selection for possibly dependent and heterogeneous data
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References listed on IDEAS
- Nicolò Cesa Bianchi & Gábor Lugosi, 1999. "Worst-case bounds for the logarithmic loss of predictors," Economics Working Papers 418, Department of Economics and Business, Universitat Pompeu Fabra.
- Peter L. Bartlett & Stéphane Boucheron & Gábor Lugosi, 2000. "Model selection and error estimation," Economics Working Papers 508, Department of Economics and Business, Universitat Pompeu Fabra.
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KeywordsComplexity regularization; Random penalty; Wild bootstrap;
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