Sharp oracle inequalities and slope heuristic for specification probabilities estimation in general random fields

Details Sharp oracle inequalities and slope heuristic for specification probabilities estimation in general random fields Sharp oracle inequalities and slope heuristic for specification probabilities estimation in general random fields

2011-06-13

arxiv.org/abs/1106.2467v1

Mathematics

Statistics Theory

40 pages, 4 figures

Scientific paper

We provide new methods for estimation of the one-point specification probabilities in general discrete random fields. Our procedures are based on model selection by minimization of a penalized empirical criterion. The selected estimators satisfy sharp oracle inequalities without any assumption on the random field for both $L_{2}$-risk and K\"ullback loss. We also prove the validity of slope heuristic for the specification probabilities estimation problem. We finally show in simulation studies the practical performances of our methods.

Affiliated with

Also associated with

No associations

Rating

Sharp oracle inequalities and slope heuristic for specification probabilities estimation in general random fields does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Sharp oracle inequalities and slope heuristic for specification probabilities estimation in general random fields, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Sharp oracle inequalities and slope heuristic for specification probabilities estimation in general random fields will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-429642