@article{JSFS_2019__160_3_107_0, author = {Baraud, Yannick}, title = {Can we trust $L_{2}$-criteria and $L_{2}$-losses?}, journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique}, pages = {107--110}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {160}, number = {3}, year = {2019}, zbl = {1431.62102}, mrnumber = {4021409}, language = {en}, url = {http://www.numdam.org/item/JSFS_2019__160_3_107_0/} }
TY - JOUR AU - Baraud, Yannick TI - Can we trust $L_{2}$-criteria and $L_{2}$-losses? JO - Journal de la société française de statistique PY - 2019 DA - 2019/// SP - 107 EP - 110 VL - 160 IS - 3 PB - Société française de statistique UR - http://www.numdam.org/item/JSFS_2019__160_3_107_0/ UR - https://zbmath.org/?q=an%3A1431.62102 UR - https://www.ams.org/mathscinet-getitem?mr=4021409 LA - en ID - JSFS_2019__160_3_107_0 ER -
Baraud, Yannick. Can we trust $L_{2}$-criteria and $L_{2}$-losses?. Journal de la société française de statistique, Tome 160 (2019) no. 3, pp. 107-110. http://www.numdam.org/item/JSFS_2019__160_3_107_0/
[Birgé, 2006] Birgé, L. (2006). Model selection via testing: an alternative to (penalized) maximum likelihood estimators. Ann. Inst. H. Poincaré Probab. Statist., 42(3):273–325. | Numdam | MR 2219712
[Birgé, 2014] Birgé, L. (2014). Model selection for density estimation with -loss. Probab. Theory Related Fields, 158(3-4):533–574. | MR 3176358 | Zbl 1285.62037
[Devroye and Lugosi, 2001] Devroye, L. and Lugosi, G. (2001). Combinatorial methods in density estimation. Springer Series in Statistics. Springer-Verlag, New York. | MR 1843146 | Zbl 0964.62025