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Стохастический анализ в задачах
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Modern Parametric Statistics. Lecture 4 В. Г. Спокойный Weierstrass Institute for Applied Analysis and Stochastics, Berlin |
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Аннотация: $$$$ Penalized maximum likelihood and the problem of choosing the penalty: $$$$ - Fisher and Wilks for penalized maximum likelihood. $$$$ - Uniform confidence bands and concentration of the empirical risk. $$$$ - Choice of tuning parameters by propagation idea. |
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