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Is model selection possible for the $\ell_p$-loss? PCO estimation for regression models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lacour, Claire, Massart, Pascal, Rivoirard, Vincent
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory 62G05, 62C20 (Primary) 62G08, 60E15 (Secondary)
Online Access:	Acceder al recurso
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