Florens, Jean-Pierre; Simoni, Anna - Institut d'Économie Industrielle (IDEI), Toulouse … - 2013
distribution plays the role of a regularization parameter. We propose a new, and easy-to-implement, data-driven method for …-Gaussian setting, is equal to a Tikhonov-type estimator in a frequentist setting so that our data-driven method can be used in …