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most citedSlope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases

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math.ST2013

Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression

Adrien Saumard

We consider the estimation of a bounded regression function with nonparametric heteroscedastic noise and random design. We study the true and empirical excess risks of the least-sq…