most citedOptimal rates and adaptation in the single-index model using aggregation

45 citations · 45 across the 2 of their papers we have counts for

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math.ST2009

Learning and adaptive estimation for marker-dependent counting processes

Stéphane Gaïffas, Agathe Guilloux

We consider the problem of statistical learning for the intensity of a counting process with covariates. In this context, we introduce an empirical risk, and prove risk bounds for…

math.ST2007★ 45 cited

Optimal rates and adaptation in the single-index model using aggregation

Stéphane Gaïffas, Guillaume Lecué

We want to recover the regression function in the single-index model. Using an aggregation algorithm with local polynomial estimators, we answer in particular to the second part of…