Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii
Abstract
Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii [arXiv:0708.0083]
- Publication:
-
arXiv e-prints
- Pub Date:
- August 2007
- DOI:
- arXiv:
- arXiv:0708.0098
- Bibcode:
- 2007arXiv0708.0098C
- Keywords:
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- Quantitative Finance - Risk Management;
- Mathematics - Statistics
- E-Print:
- Published at http://dx.doi.org/10.1214/009053606000001046 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)