Adaptive model selection using empirical complexities
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- 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.
- 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.
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KeywordsComplexity regularization; classification; pattern recognition; regression estimation; curve fitting; minimum description length;
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- H30 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-11-20 (All new papers)
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