Remarks on Kneip's linear smoothers
arXiv:1405.1744
Abstract
We were trying to understand the analysis provided by Kneip (1994, Ordered Linear Smoothers). In particular we wanted to persuade ourselves that his results imply the oracle inequality stated by Tsybakov (2014, Lecture 8). This note contains our reworking of Kneip's ideas.
Oracle Inequalities, Mallows' Cp, Machine Learning, Linear Smoothers, Empirical Processes