Fast rates for estimation error and oracle inequalities for model section
Year of publication: |
2008
|
---|---|
Authors: | Bartlett, Peter L. |
Publisher: |
Cambridge University Press |
Subject: | ECONOMETRICS | complexity penalization methods | estimation error |
Type of publication: | Article |
---|---|
Notes: | DOI:10.1017/S0266466608080225 Bartlett, Peter L. (2008) Fast rates for estimation error and oracle inequalities for model section. Econometric Theory, 24(2), pp. 545-552. Faculty of Science and Technology; Mathematical Sciences |
Source: | BASE |
-
Dynamic risk management of multi-asset portfolios
Groll, Christian, (2017)
-
Portfolio Optimization and Ambiguity Aversion
Kellerer, Belinda, (2019)
-
Cost Overrun at the Norwegian Continental Shelf: The Element of Surprise
Oglend, Atle, (2016)
- More ...
-
Convexity, classification, and risk bounds
Bartlett, Peter L., (2006)
-
Fast rates for estimation error and oracle inequalities for model selection
Bartlett, Peter L., (2008)
-
Model selection and error estimation
Bartlett, Peter L., (2000)
- More ...