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Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models
Adaptive estimation Heteroscedastic regression Nonasymptoticestimation Nonparametric estimation Oracle inequality
2010/3/10
An adaptive nonparametric estimation procedure is constructed
for heteroscedastic regression when the noise variance depends on the
unknown regression. A non-asymptotic upper bound for a quadratic
...
Non-asymptotic minimax risk for Hellinger balls
Non-asymptotic minimax risk Hellinger balls
2009/9/24
Non-asymptotic minimax risk for Hellinger balls。