Worst-case bounds for the logarithmic loss of predictors
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- 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.
- 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.
More about this item
KeywordsUniversal prediction; universal coding; empirical processes; on-line learning; metric entropy;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2000-03-06 (All new papers)
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