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Showing 1 to 1 of 1 for “"Exact oracle inequality"”.
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Optimal estimation in high-dimensional and nonparametric models
… with minimal variance among all unbiased oracle-type estimators. Our approach is based on a Poisson point process model and as an ingredient, we prove that the convex hull is a sufficient and complete statistic. No hypotheses on the boundary of the convex set are imposed. In a numerical …