An Investigation of Finite-Sample Behavior of Confidence Interval Estimators.
Robert G. SargentKeebom KangDavid GoldsmanPublished in: Oper. Res. (1992)
Keyphrases
- confidence intervals
- finite sample
- sample size
- model selection
- upper bound
- statistical learning theory
- worst case
- uniform convergence
- lower bound
- markov chain
- generalization error
- parzen window
- vc dimension
- test set
- roc curve
- data sets
- support vector machine
- probabilistic model
- reinforcement learning
- information retrieval