Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability.
Jean-Marie DufourLynda KhalafMarcel VoiaPublished in: Commun. Stat. Simul. Comput. (2015)
Keyphrases
- finite sample
- sample size
- hypothesis tests
- hypothesis testing
- uniform convergence
- model selection
- nearest neighbor
- error bounds
- statistical tests
- hypothesis test
- statistical learning theory
- upper bound
- worst case
- training set
- sample complexity
- vc dimension
- generalization bounds
- confidence intervals
- knn
- machine learning