Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10485250802504096
Reference16 articles.
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4. Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes
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