Laan, Mark van der; Dudoit, Sandrine; Vaart, Aad van der - Berkeley Electronic Press - 2004
-validated epsilon-net estimation methodology that covers a broad class of estimation problems, including multivariate outcome prediction … and multivariate density estimation. An epsilon-net sieve of a subspace of the parameter space is defined as a collection … epsilon. Given a collection of subspaces of the parameter space, one constructs an epsilon-net sieve for each of the subspaces …
