A bound on the expected maximal deviation of averages from their means
A bound on the expected maximal deviation of averages from their means over a finite space of functions is derived. The usefulness of this new bound is demonstrated by an application in nonparametric regression.
Year of publication: |
2003
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Authors: | Hamers, Michael ; Kohler, Michael |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 2, p. 137-144
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Publisher: |
Elsevier |
Keywords: | Maximal deviations Nonparametric regression Choice of smoothing parameter |
Saved in:
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