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analyse économique - iate.europa.eu
Selected topics in nonparametric testing and variable selection for high dimensional data... It is known that, for a fixed Sobolev type ellipsoid [SIGMA]([beta], M ) of smoothness [beta] and size M , the radius rate [rho] n[-]4[beta]/(4[beta]+1) is the critical separation rate, in the sense that the minimax error of second kind over [alpha]-tests stays asymptotically between 0 and 1 strictly (Ingster, 1982)....
général - core.ac.uk - PDF: ecommons.cornell.edu
analyse économique - iate.europa.eu
Selected topics in nonparametric testing and variable selection for high dimensional data... It is known that, for a fixed Sobolev type ellipsoid [SIGMA]([beta], M ) of smoothness [beta] and size M , the radius rate [rho] n[-]4[beta]/(4[beta]+1) is the critical separation rate, in the sense that the minimax error of second kind over [alpha]-tests stays asymptotically between 0 and 1 strictly (Ingster, 1982)....
général - core.ac.uk - PDF: ecommons.cornell.edu

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