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Gabor Lugosi

Personal Details

First Name:Gabor
Middle Name:
Last Name:Lugosi
Suffix:
RePEc Short-ID:plu235
[This author has chosen not to make the email address public]
http://www.econ.upf.edu/~lugosi/

Affiliation

Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain
http://www.econ.upf.edu/

: (34) 935 42 1766
(34)935 42 17 46
Ramon Trias Fargas 25-27, 08005 Barcelona
RePEc:edi:deupfes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. St'ephan Cl'emenc{c}on & G'abor Lugosi & Nicolas Vayatis, 2007. "Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii," Papers 0708.0098, arXiv.org.
  2. Fabrizio Germano & Gábor Lugosi, 2005. "Existence of sparsely supported correlated equilibria," Economics Working Papers 907, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2006.
  3. Fabrizio Germano & Gábor Lugosi, 2004. "Global Nash convergence of Foster and Young's regret testing," Economics Working Papers 788, Department of Economics and Business, Universitat Pompeu Fabra.
  4. László Györfi & Gábor Lugosi, 2000. "Strategies for sequential prediction of stationary time series," Economics Working Papers 507, Department of Economics and Business, Universitat Pompeu Fabra.
  5. Tamás Linder & Gábor Lugosi, 2000. "A zero-delay sequential scheme for lossy coding of individual sequences," Economics Working Papers 506, Department of Economics and Business, Universitat Pompeu Fabra.
  6. 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.
  7. Luc Devroye & László Györfi & Gábor Lugosi, 2000. "A note on robust detection," Economics Working Papers 505, Department of Economics and Business, Universitat Pompeu Fabra.
  8. 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.
  9. Stéphane Boucheron & Gábor Lugosi & Pascal Massart, 1999. "A sharp concentration inequality with applications," Economics Working Papers 376, Department of Economics and Business, Universitat Pompeu Fabra.
  10. Luc Devroye & Gábor Lugosi, 1999. "Almost sure testability of classes of densities," Economics Working Papers 375, Department of Economics and Business, Universitat Pompeu Fabra.
  11. Gábor Lugosi & Andrew B. Nobel, 1998. "Adaptive model selection using empirical complexities," Economics Working Papers 323, Department of Economics and Business, Universitat Pompeu Fabra.
  12. Nicolo Cesa Bianchi & Gábor Lugosi, 1998. "On prediction of individual sequences," Economics Working Papers 324, Department of Economics and Business, Universitat Pompeu Fabra.
  13. László Györfi & Gábor Lugosi & Gusztáv Morvai, 1998. "A simple randomized algorithm for consistent sequential prediction of ergodic time series," Economics Working Papers 282, Department of Economics and Business, Universitat Pompeu Fabra.
  14. Luc Devroye & Gábor Lugosi & Frederic Udina, 1998. "Inequalities for a new data-based method for selecting nonparametric density estimates," Economics Working Papers 281, Department of Economics and Business, Universitat Pompeu Fabra.
  15. Peter Bartlett & Gábor Lugosi, 1998. "An inequality for uniform deviations of sample averages from their means," Economics Working Papers 280, Department of Economics and Business, Universitat Pompeu Fabra.
  16. Luc Devroye & Gábor Lugosi, 1998. "Variable Kernel estimates: On the impossibility of tuning the parameters," Economics Working Papers 325, Department of Economics and Business, Universitat Pompeu Fabra.
  17. Peter Bartlett & Tamas Linder & Gábor Lugosi, 1997. "The minimax distortion redundancy in empirical quantizer design," Economics Working Papers 198, Department of Economics and Business, Universitat Pompeu Fabra.
  18. Sanjeev R. Kulkarni & Gábor Lugosi, 1997. "Minimax lower bounds for the two-armed bandit problem," Economics Working Papers 206, Department of Economics and Business, Universitat Pompeu Fabra.
  19. Andras Antos & Gábor Lugosi, 1997. "Strong minimax lower bounds for learning," Economics Working Papers 197, Department of Economics and Business, Universitat Pompeu Fabra.
  20. Marta Horvath & Gábor Lugosi, 1996. "A data-dependent skeleton estimate and a scale-sensitive dimension for classification," Economics Working Papers 199, Department of Economics and Business, Universitat Pompeu Fabra.

Articles

  1. Gábor Lugosi, 2010. "Comment on: ℓ 1 -penalization for mixture regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(2), pages 259-263, August.
  2. Fabrizio Germano & Gábor Lugosi, 2007. "Existence of Sparsely Supported Correlated Equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 575-578, September.
  3. Germano, Fabrizio & Lugosi, Gabor, 2007. "Global Nash convergence of Foster and Young's regret testing," Games and Economic Behavior, Elsevier, vol. 60(1), pages 135-154, July.
  4. Stoltz, Gilles & Lugosi, Gabor, 2007. "Learning correlated equilibria in games with compact sets of strategies," Games and Economic Behavior, Elsevier, vol. 59(1), pages 187-208, April.
  5. László Györfi & Gábor Lugosi & Frederic Udina, 2006. "Nonparametric Kernel-Based Sequential Investment Strategies," Mathematical Finance, Wiley Blackwell, vol. 16(2), pages 337-357.
  6. Ricardo Cao & Gábor Lugosi, 2005. "Goodness-of-fit Tests Based on the Kernel Density Estimator," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(4), pages 599-616.
  7. Luc Devroye & Gábor Lugosi, 2004. "Bin width selection in multivariate histograms by the combinatorial method," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 129-145, June.
  8. Bartlett, Peter & Lugosi, Gábor, 1999. "An inequality for uniform deviations of sample averages from their means," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 55-62, August.
  9. Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye, 1997. "Universal smoothing factor selection in density estimation: theory and practice," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(2), pages 223-320, December.
  10. Lugosi, Gábor, 1995. "Improved upper bounds for probabilities of uniform deviations," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 71-77, October.
  11. Gyorfi, Laszlo & Lugosi, Gabor, 1992. "Kernel density estimation from ergodic sample is not universally consistent," Computational Statistics & Data Analysis, Elsevier, vol. 14(4), pages 437-442, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fabrizio Germano & Gábor Lugosi, 2005. "Existence of sparsely supported correlated equilibria," Economics Working Papers 907, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2006.

    Cited by:

    1. Noah Stein & Asuman Ozdaglar & Pablo Parrilo, 2011. "Structure of extreme correlated equilibria: a zero-sum example and its implications," International Journal of Game Theory, Springer;Game Theory Society, vol. 40(4), pages 749-767, November.
    2. Jiang, Albert Xin & Leyton-Brown, Kevin, 2015. "Polynomial-time computation of exact correlated equilibrium in compact games," Games and Economic Behavior, Elsevier, vol. 91(C), pages 347-359.
    3. Stein, Noah D. & Parrilo, Pablo A. & Ozdaglar, Asuman, 2011. "Correlated equilibria in continuous games: Characterization and computation," Games and Economic Behavior, Elsevier, vol. 71(2), pages 436-455, March.

  2. Fabrizio Germano & Gábor Lugosi, 2004. "Global Nash convergence of Foster and Young's regret testing," Economics Working Papers 788, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Mäs, Michael & Nax, Heinrich H., 2016. "A behavioral study of “noise” in coordination games," Journal of Economic Theory, Elsevier, vol. 162(C), pages 195-208.
    2. H Peyton Young & H.H. Nax & M.N. Burton-Chellew & S.A. West, 2013. "Learning in a Black Box: Trial-and-Error in Voluntary Contribuitons Games," Economics Series Working Papers 653, University of Oxford, Department of Economics.
    3. Sergiu Hart & Andreu Mas-Colell, 2004. "Stochastic Uncoupled Dynamics and Nash Equilibrium," Discussion Paper Series dp371, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    4. Heinrich H. Nax & Bary S. R. Pradelski & H. Peyton Young, 2013. "The Evolution of Core Stability in Decentralized Matching Markets," Working Papers 2013.50, Fondazione Eni Enrico Mattei.
    5. Marden, Jason R. & Shamma, Jeff S., 2012. "Revisiting log-linear learning: Asynchrony, completeness and payoff-based implementation," Games and Economic Behavior, Elsevier, vol. 75(2), pages 788-808.
    6. Yakov Babichenko, 2010. "Completely Uncoupled Dynamics and Nash Equilibria," Discussion Paper Series dp529, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    7. Mäs, Michael & Nax, Heinrich H., 2016. "A behavioral study of “noise” in coordination games," LSE Research Online Documents on Economics 65422, London School of Economics and Political Science, LSE Library.
    8. Foster, Dean P. & Hart, Sergiu, 2018. "Smooth calibration, leaky forecasts, finite recall, and Nash dynamics," Games and Economic Behavior, Elsevier, vol. 109(C), pages 271-293.
    9. Babichenko, Yakov, 2012. "Completely uncoupled dynamics and Nash equilibria," Games and Economic Behavior, Elsevier, vol. 76(1), pages 1-14.
    10. Itai Arieli & H Peyton Young, 2011. "Stochastic Learning Dynamics and Speed of Convergence in Population Games," Economics Series Working Papers 570, University of Oxford, Department of Economics.
    11. Heinrich H. Nax & Maxwell N. Burton-Chellew & Stuart A. West & H. Peyton Young, 2013. "Learning in a Black Box," Working Papers hal-00817201, HAL.
    12. Nax, Heinrich H., 2015. "Equity dynamics in bargaining without information exchange," LSE Research Online Documents on Economics 65426, London School of Economics and Political Science, LSE Library.
    13. Sergiu Hart & Yishay Mansour, 2013. "How Long To Equilibrium? The Communication Complexity Of Uncoupled Equilibrium Procedures," World Scientific Book Chapters,in: Simple Adaptive Strategies From Regret-Matching to Uncoupled Dynamics, chapter 10, pages 215-249 World Scientific Publishing Co. Pte. Ltd..
    14. Marden, Jason R. & Shamma, Jeff S., 2015. "Game Theory and Distributed Control****Supported AFOSR/MURI projects #FA9550-09-1-0538 and #FA9530-12-1-0359 and ONR projects #N00014-09-1-0751 and #N0014-12-1-0643," Handbook of Game Theory with Economic Applications, Elsevier.
    15. Heinrich Nax & Bary Pradelski, 2015. "Evolutionary dynamics and equitable core selection in assignment games," International Journal of Game Theory, Springer;Game Theory Society, vol. 44(4), pages 903-932, November.
    16. Heinrich H. Nax & Maxwell N. Burton-Chellew & Stuart A. West & H. Peyton Young, 2013. "Learning in a Black Box," PSE Working Papers hal-00817201, HAL.
    17. Burkhard Schipper, 2017. "Strategic Teaching and Learning in Games," Working Papers 172, University of California, Davis, Department of Economics.
    18. Sergiu Hart & Yishay Mansour, 2006. "The Communication Complexity of Uncoupled Nash Equilibrium Procedures," Discussion Paper Series dp419, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    19. Nax, Heinrich H. & Pradelski, Bary S. R., 2015. "Evolutionary dynamics and equitable core selection in assignment games," LSE Research Online Documents on Economics 65428, London School of Economics and Political Science, LSE Library.
    20. Nax, Heinrich H. & Burton-Chellew, Maxwell N. & West, Stuart A. & Young, H. Peyton, 2016. "Learning in a black box," Journal of Economic Behavior & Organization, Elsevier, vol. 127(C), pages 1-15.
    21. Vivaldo M. Mendes & Diana A. Mendes & Orlando Gomes, 2008. "Learning to Play Nash in Deterministic Uncoupled Dynamics," Working Papers Series 1 ercwp1808, ISCTE-IUL, Business Research Unit (BRU-IUL).
    22. H. Peyton Young, 2007. "The Possible and the Impossible in Multi-Agent Learning," Economics Series Working Papers 304, University of Oxford, Department of Economics.
    23. Yakov Babichenko, 2012. "Best-Reply Dynamics in Large Anonymous Games," Discussion Paper Series dp600, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    24. Heinrich H. Nax & Bary S.R. Pradelski, 2012. "Evolutionary dynamics and equitable core selection in assignment games," Economics Series Working Papers 607, University of Oxford, Department of Economics.
    25. Young, H. Peyton, 2009. "Learning by trial and error," Games and Economic Behavior, Elsevier, vol. 65(2), pages 626-643, March.
    26. Nax, Heinrich H. & Burton-Chellew, Maxwell N. & West, Stuart A. & Young, H. Peyton, 2016. "Learning in a black box," LSE Research Online Documents on Economics 68714, London School of Economics and Political Science, LSE Library.
    27. Stein, Noah D. & Parrilo, Pablo A. & Ozdaglar, Asuman, 2011. "Correlated equilibria in continuous games: Characterization and computation," Games and Economic Behavior, Elsevier, vol. 71(2), pages 436-455, March.
    28. Heinrich Nax, 2015. "Equity dynamics in bargaining without information exchange," Journal of Evolutionary Economics, Springer, vol. 25(5), pages 1011-1026, November.
    29. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.

  3. László Györfi & Gábor Lugosi, 2000. "Strategies for sequential prediction of stationary time series," Economics Working Papers 507, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Sancetta, A., 2005. "Forecasting Distributions with Experts Advice," Cambridge Working Papers in Economics 0517, Faculty of Economics, University of Cambridge.
    2. Sancetta, Alessio, 2007. "Online forecast combinations of distributions: Worst case bounds," Journal of Econometrics, Elsevier, vol. 141(2), pages 621-651, December.

  4. 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.

    Cited by:

    1. Hutter, Marcus & Tran, Minh-Ngoc, 2010. "Model selection with the Loss Rank Principle," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1288-1306, May.
    2. Alessio Sancetta, 2010. "Bootstrap model selection for possibly dependent and heterogeneous data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(3), pages 515-546, June.
    3. Fischer, Aurélie, 2010. "Quantization and clustering with Bregman divergences," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2207-2221, October.
    4. Olivier Bousquet, 2003. "New approaches to statistical learning theory," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(2), pages 371-389, June.

  5. 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.

    Cited by:

    1. Alessio Sancetta, 2010. "Bootstrap model selection for possibly dependent and heterogeneous data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(3), pages 515-546, June.
    2. Yuan Lo-Hua & Liu Anthony & Yeh Alec & Franks Alex & Wang Sherrie & Illushin Dmitri & Bornn Luke & Kaufman Aaron & Reece Andrew & Bull Peter, 2015. "A mixture-of-modelers approach to forecasting NCAA tournament outcomes," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 11(1), pages 13-27, March.

  6. Stéphane Boucheron & Gábor Lugosi & Pascal Massart, 1999. "A sharp concentration inequality with applications," Economics Working Papers 376, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Lee, Sungchul & Su, Zhonggen, 2002. "The symmetry in the martingale inequality," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 83-91, January.
    2. Olivier Bousquet, 2003. "New approaches to statistical learning theory," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(2), pages 371-389, June.

  7. Gábor Lugosi & Andrew B. Nobel, 1998. "Adaptive model selection using empirical complexities," Economics Working Papers 323, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart, 2006. "Regularization in statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(2), pages 271-344, September.
    2. Stéphane Boucheron & Gábor Lugosi & Pascal Massart, 1999. "A sharp concentration inequality with applications," Economics Working Papers 376, Department of Economics and Business, Universitat Pompeu Fabra.
    3. Yang, Yuhong, 2000. "Combining Different Procedures for Adaptive Regression," Journal of Multivariate Analysis, Elsevier, vol. 74(1), pages 135-161, July.
    4. Marta Horvath & Gábor Lugosi, 1996. "A data-dependent skeleton estimate and a scale-sensitive dimension for classification," Economics Working Papers 199, Department of Economics and Business, Universitat Pompeu Fabra.

  8. Nicolo Cesa Bianchi & Gábor Lugosi, 1998. "On prediction of individual sequences," Economics Working Papers 324, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Gábor Lugosi & Shie Mannor & Gilles Stoltz, 2008. "Strategies for Prediction Under Imperfect Monitoring," Mathematics of Operations Research, INFORMS, vol. 33(3), pages 513-528, August.
    2. A. Borodin & R. El-Yaniv & V. Gogan, 2011. "Can We Learn to Beat the Best Stock," Papers 1107.0036, arXiv.org.
    3. Sancetta, A., 2005. "Forecasting Distributions with Experts Advice," Cambridge Working Papers in Economics 0517, Faculty of Economics, University of Cambridge.
    4. Sancetta, Alessio, 2007. "Online forecast combinations of distributions: Worst case bounds," Journal of Econometrics, Elsevier, vol. 141(2), pages 621-651, December.

  9. László Györfi & Gábor Lugosi & Gusztáv Morvai, 1998. "A simple randomized algorithm for consistent sequential prediction of ergodic time series," Economics Working Papers 282, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Guy Uziel & Ran El-Yaniv, 2017. "Growth-Optimal Portfolio Selection under CVaR Constraints," Papers 1705.09800, arXiv.org.
    2. Gusztáv Morvai & Benjamin Weiss, 2004. "Intermittent estimation of stationary time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 525-542, December.

  10. Luc Devroye & Gábor Lugosi & Frederic Udina, 1998. "Inequalities for a new data-based method for selecting nonparametric density estimates," Economics Working Papers 281, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Luc Devroye & Gábor Lugosi, 1998. "Variable Kernel estimates: On the impossibility of tuning the parameters," Economics Working Papers 325, Department of Economics and Business, Universitat Pompeu Fabra.
    2. Luc Devroye & Gábor Lugosi, 1999. "Almost sure testability of classes of densities," Economics Working Papers 375, Department of Economics and Business, Universitat Pompeu Fabra.

  11. Luc Devroye & Gábor Lugosi, 1998. "Variable Kernel estimates: On the impossibility of tuning the parameters," Economics Working Papers 325, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Biau, Gérard & Devroye, Luc, 2003. "On the risk of estimates for block decreasing densities," Journal of Multivariate Analysis, Elsevier, vol. 86(1), pages 143-165, July.

  12. Peter Bartlett & Tamas Linder & Gábor Lugosi, 1997. "The minimax distortion redundancy in empirical quantizer design," Economics Working Papers 198, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Benoît Cadre & Quentin Paris, 2012. "On Hölder fields clustering," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 301-316, June.

  13. Andras Antos & Gábor Lugosi, 1997. "Strong minimax lower bounds for learning," Economics Working Papers 197, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Meister Alexander, 2008. "Uniform and individual convergence rates for convex density classes," Statistics & Risk Modeling, De Gruyter, vol. 26(1), pages 25-34, March.

Articles

  1. Fabrizio Germano & Gábor Lugosi, 2007. "Existence of Sparsely Supported Correlated Equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 575-578, September.
    See citations under working paper version above.
  2. Germano, Fabrizio & Lugosi, Gabor, 2007. "Global Nash convergence of Foster and Young's regret testing," Games and Economic Behavior, Elsevier, vol. 60(1), pages 135-154, July.
    See citations under working paper version above.
  3. Stoltz, Gilles & Lugosi, Gabor, 2007. "Learning correlated equilibria in games with compact sets of strategies," Games and Economic Behavior, Elsevier, vol. 59(1), pages 187-208, April.

    Cited by:

    1. Fabrizio Germano & Gábor Lugosi, 2004. "Global Nash convergence of Foster and Young's regret testing," Economics Working Papers 788, Department of Economics and Business, Universitat Pompeu Fabra.
    2. Fook Wai Kong & Polyxeni-Margarita Kleniati & Berç Rustem, 2012. "Computation of Correlated Equilibrium with Global-Optimal Expected Social Welfare," Journal of Optimization Theory and Applications, Springer, vol. 153(1), pages 237-261, April.
    3. Sergiu Hart & Yishay Mansour, 2013. "How Long To Equilibrium? The Communication Complexity Of Uncoupled Equilibrium Procedures," World Scientific Book Chapters,in: Simple Adaptive Strategies From Regret-Matching to Uncoupled Dynamics, chapter 10, pages 215-249 World Scientific Publishing Co. Pte. Ltd..
    4. Sergiu Hart & Yishay Mansour, 2006. "The Communication Complexity of Uncoupled Nash Equilibrium Procedures," Discussion Paper Series dp419, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    5. Yuichi Noguchi, 2009. "Note on universal conditional consistency," International Journal of Game Theory, Springer;Game Theory Society, vol. 38(2), pages 193-207, June.
    6. Fook Kong & Berç Rustem, 2013. "Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity," Journal of Global Optimization, Springer, vol. 57(1), pages 251-277, September.
    7. Stein, Noah D. & Parrilo, Pablo A. & Ozdaglar, Asuman, 2011. "Correlated equilibria in continuous games: Characterization and computation," Games and Economic Behavior, Elsevier, vol. 71(2), pages 436-455, March.

  4. László Györfi & Gábor Lugosi & Frederic Udina, 2006. "Nonparametric Kernel-Based Sequential Investment Strategies," Mathematical Finance, Wiley Blackwell, vol. 16(2), pages 337-357.

    Cited by:

    1. Guy Uziel & Ran El-Yaniv, 2017. "Growth-Optimal Portfolio Selection under CVaR Constraints," Papers 1705.09800, arXiv.org.
    2. Ormos, Mihály & Urbán, András & Zoltán, Tamás, 2009. "Logoptimális portfóliók empirikus vizsgálata
      [Empirical analysis of log-optimal portfolios]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 1-18.
    3. Bin Li & Dingjiang Huang & Steven C. H. Hoi, 2013. "CORN: Correlation-Driven Nonparametric Learning Approach for Portfolio Selection -- an Online Appendix," Papers 1306.1378, arXiv.org.
    4. Sancetta, A., 2007. "Online Forecast Combination for Dependent Heterogeneous Data," Cambridge Working Papers in Economics 0718, Faculty of Economics, University of Cambridge.
    5. Bin Li & Steven C. H. Hoi, 2012. "Online Portfolio Selection: A Survey," Papers 1212.2129, arXiv.org, revised May 2013.
    6. Vladimir V'yugin, 2014. "Log-Optimal Portfolio Selection Using the Blackwell Approachability Theorem," Papers 1410.5996, arXiv.org, revised Jun 2015.
    7. Roch, Oriol, 2013. "Histogram-based prediction of directional price relatives," Finance Research Letters, Elsevier, vol. 10(3), pages 110-115.
    8. Zhengyao Jiang & Dixing Xu & Jinjun Liang, 2017. "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem," Papers 1706.10059, arXiv.org, revised Jul 2017.
    9. Ting-Kam Leonard Wong, 2015. "Universal portfolios in stochastic portfolio theory," Papers 1510.02808, arXiv.org, revised Dec 2016.
    10. Yang Wang & Dong Wang & Yaodong Wang & You Zhang, 2018. "RACORN-K: Risk-Aversion Pattern Matching-based Portfolio Selection," Papers 1802.10244, arXiv.org.
    11. Vajda, István & Ottucsák, György, 2006. "Empirikus portfólióstratégiák
      [Empirical portfolio strategies]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 624-640.
    12. Ottucsák György & Vajda István, 2007. "An asymptotic analysis of the mean-variance portfolio selection," Statistics & Risk Modeling, De Gruyter, vol. 25(1/2007), pages 1-24, January.
    13. Bin Li & Steven C. H. Hoi, 2012. "On-Line Portfolio Selection with Moving Average Reversion," Papers 1206.4626, arXiv.org.
    14. Györfi László & Udina Frederic & Walk Harro, 2008. "Nonparametric nearest neighbor based empirical portfolio selection strategies," Statistics & Risk Modeling, De Gruyter, vol. 26(2), pages 145-157, March.

  5. Ricardo Cao & Gábor Lugosi, 2005. "Goodness-of-fit Tests Based on the Kernel Density Estimator," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(4), pages 599-616.

    Cited by:

    1. Roca-Pardinas, Javier & Sperlich, Stefan, 2007. "Testing the link when the index is semiparametric--a comparative study," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6565-6581, August.
    2. Pavia, Jose M., 2015. "Testing Goodness-of-Fit with the Kernel Density Estimator: GoFKernel," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 66(c01).
    3. Graciela Boente & Daniela Rodriguez & Wenceslao González Manteiga, 2014. "Goodness-of-fit Test for Directional Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(1), pages 259-275, March.
    4. Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
    5. Pablo Martínez-Camblor & Jacobo Uña-Álvarez, 2013. "Studying the bandwidth in $$k$$ -sample smooth tests," Computational Statistics, Springer, vol. 28(2), pages 875-892, April.

  6. Luc Devroye & Gábor Lugosi, 2004. "Bin width selection in multivariate histograms by the combinatorial method," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 129-145, June.

    Cited by:

    1. Rozenholc, Yves & Mildenberger, Thoralf & Gather, Ursula, 2010. "Combining regular and irregular histograms by penalized likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3313-3323, December.
    2. Rozenholc, Yves & Mildenberger, Thoralf & Gather, Ursula, 2009. "Constructing irregular histograms by penalized likelihood," Technical Reports 2009,04, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

  7. Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye, 1997. "Universal smoothing factor selection in density estimation: theory and practice," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(2), pages 223-320, December.

    Cited by:

    1. Luc Devroye & Gábor Lugosi, 1998. "Variable Kernel estimates: On the impossibility of tuning the parameters," Economics Working Papers 325, Department of Economics and Business, Universitat Pompeu Fabra.
    2. Ann-Kathrin Bott & Michael Kohler, 2016. "Adaptive Estimation of a Conditional Density," International Statistical Review, International Statistical Institute, vol. 84(2), pages 291-316, August.
    3. Nils-Bastian Heidenreich & Anja Schindler & Stefan Sperlich, 2013. "Bandwidth selection for kernel density estimation: a review of fully automatic selectors," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 403-433, October.
    4. Biau, Gérard & Devroye, Luc, 2005. "Density estimation by the penalized combinatorial method," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 196-208, May.
    5. Luc Devroye & Gábor Lugosi & Frederic Udina, 1998. "Inequalities for a new data-based method for selecting nonparametric density estimates," Economics Working Papers 281, Department of Economics and Business, Universitat Pompeu Fabra.
    6. Horová Ivana & Vieu Philippe & Zelinka Jiří, 2002. "Optimal Choice Of Nonparametric Estimates Of A Density And Of Its Derivatives," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 355-378, April.
    7. Martínez-Camblor, Pablo & de Uña-Álvarez, Jacobo, 2009. "Non-parametric k-sample tests: Density functions vs distribution functions," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3344-3357, July.
    8. Cuevas, Antonio & Febrero, Manuel & Fraiman, Ricardo, 2001. "Cluster analysis: a further approach based on density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 441-459, June.
    9. Miguel Reyes & Mario Francisco-Fernández & Ricardo Cao, 2017. "Bandwidth selection in kernel density estimation for interval-grouped data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 527-545, September.
    10. Pablo Martínez-Camblor & Jacobo Uña-Álvarez, 2013. "Studying the bandwidth in $$k$$ -sample smooth tests," Computational Statistics, Springer, vol. 28(2), pages 875-892, April.

  8. Lugosi, Gábor, 1995. "Improved upper bounds for probabilities of uniform deviations," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 71-77, October.

    Cited by:

    1. Andras Antos & Gábor Lugosi, 1997. "Strong minimax lower bounds for learning," Economics Working Papers 197, Department of Economics and Business, Universitat Pompeu Fabra.

  9. Gyorfi, Laszlo & Lugosi, Gabor, 1992. "Kernel density estimation from ergodic sample is not universally consistent," Computational Statistics & Data Analysis, Elsevier, vol. 14(4), pages 437-442, November.

    Cited by:

    1. Guerre, Emmanuel, 2000. "Design Adaptive Nearest Neighbor Regression Estimation," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 219-244, November.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (9) 1998-09-14 1998-09-14 1998-09-14 1998-11-23 1998-11-23 1999-07-28 2000-10-11 2000-10-11 2000-10-11. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 1998-09-14 1998-09-14 2000-10-11
  3. NEP-GTH: Game Theory (3) 1998-09-14 2004-12-12 2005-12-20
  4. NEP-EVO: Evolutionary Economics (1) 1998-09-14
  5. NEP-EXP: Experimental Economics (1) 1998-11-20

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