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Asymptotic minimax risk of predictive density estimation for non-parametric regression
asymptotic minimax risk convergence rate non-parametric regression
2010/10/19
We consider the problem of estimating the predictive density of future observations from a non-parametric regression model. The density estimators are evaluated under Kullback--Leibler divergence and ...
Non-asymptotic minimax risk for Hellinger balls
Non-asymptotic minimax risk Hellinger balls
2009/9/24
Non-asymptotic minimax risk for Hellinger balls。