Ernst C. Wit

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20242026

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math.ST2025

Functional structural equation models with out-of-sample guarantees

Philip Kennerberg, Ernst C. Wit

Statistical learning methods typically assume that the training and test data originate from the same distribution, enabling effective risk minimization. However, real-world applic…

math.ST2024

Functional worst risk minimization

Philip Kennerberg, Ernst C. Wit

The aim of this paper is to extend worst risk minimization, also called worst average loss minimization, to the functional realm. This means finding a functional regression represe…

math.ST2024

Constructive and consistent estimation of quadratic minimax

Philip Kennerberg, Ernst C. Wit

We consider $k$ square integrable random variables $Y_{1}, ..., Y_{k}$ and $k$ random (row) vectors of length $p$ , $X_{1}, ..., X_{k}$ such that $X_{i} (l)$ is square integrable for $1 \leq i \leq k$ …