• Title of article

    Multivariate saddlepoint tail probability approximations

  • Author/Authors

    Kolassa، John E. نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    -273
  • From page
    274
  • To page
    0
  • Abstract
    Model selection using a penalized data-splitting device is studied in the context of nonparametric regression. Finite sample bounds under mild conditions are obtained. The resulting estimates are adaptive for large classes of functions.
  • Keywords
    Conditional probability , hypergeometric distribution , lattice variable , tail probability
  • Journal title
    Annals of Statistics
  • Serial Year
    2003
  • Journal title
    Annals of Statistics
  • Record number

    74502