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Consider the standard nonparametric regression model and take as estimator the penalized least squares function.
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A.˜N. Kolmogorov and V.˜M. Tihomirov · 1959
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“Piecewise polynomial approximations of functions of classes W p α W_{p}{}^{\alpha} ”
M.˜S. Birman and M.˜Z. Solomjak · 1967
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Charles˜J. Stone · 1982
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Sara van de Geer · 1990
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“Nonparametric regression and generalized linear models: a roughness penalty approach”, Chapman & Hall/CRC Monographs on Statistics & Applied Probability
P.J. Green and B.W. Silverman · 1993
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“Consistency for the least squares estimator in nonparametric regression”
Sara van de Geer and Marten Wegkamp · 1996
Cited alongside, same era.
“Weak convergence and Empirical Processes”, Springer Series in Statistics
A.W. van der Vaart and J.A. Wellner · 1996
Cited alongside, same era.
“Information-theoretic determination of minimax rates of convergence”
Yuhong Yang and Andrew Barron · 1999
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“Empirical Processes in M-Estimation”, Cambridge Series in Statistical and Probabilistic Mathematics
S.A. van de Geer · 2000
Cited alongside, same era.
“Smoothing Spline ANOVA Models”, IMA Volumes in Mathematics and Its Applications
C. Gu · 2002
Cited alongside, same era.
“Lectures on Empirical Processes: theory and statistical applications”, EMS series of lectures in mathematics
E.D. del Barrio, P. Deheuvels and S. van de Geer · 2007
Later among the works it cites.
“Oracle inequalities in empirical risk minimization and sparse recovery problems: École d’ Eté de Probabilités de Saint-Flour XXXVIII-2008”, Ecole d’Eté de Probabilités de Saint-Flour
V. Koltchinskii · 2011
Later among the works it cites.
“Concentration inequalities: a nonasymptotic theory of independence”
S. Boucheron, G. Lugosi and P. Massart · 2013
Later among the works it cites.
“A new perspective on least squares under convex constraint”
Sourav Chatterjee · 2014
Later among the works it cites.
“On concentration for (regularized) empirical risk minimization”
Sara van de Geer and Martin˜J. Wainwright · 2016
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