Finite Sample Confidence Regions for Linear Regression Parameters Using Arbitrary Predictors.
Charles Guille-EscuretEugène NdiayePublished in: CoRR (2024)
Keyphrases
- linear regression
- finite sample
- nonlinear regression
- predictor variables
- least squares
- sample size
- statistical learning theory
- error bounds
- uniform convergence
- regression problems
- maximum likelihood
- linear model
- nearest neighbor
- statistical learning
- learning problems
- generalization bounds
- parzen window
- model selection
- probability distribution
- training set
- feature space