Adaptive prediction and estimation in linear regression with infinitely many parameters

Annals of Statistics

Volumn 29, Issue 6, 2001, Pages 1601-1619

  Goldenshluger, A ^a   Tsybakov, A ^b  

^a UNIVERSITY OF HAIFA   (Israel)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Adaptive prediction; Blockwise stein's rule; Exact asymptotics of minimax risk; Linear regression with infinitely many parameters; Oracle inequalities

Indexed keywords

EID: 0035528155     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1015345956     Document Type: Article

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