Details about Gabor Lugosi

Access statistics for papers by Gabor Lugosi.

Last updated 2011-05-27. Update your information in the RePEc Author Service.

Short-id: plu235

Working Papers

2007

1. Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii
   Papers, arXiv.org

2006

2. Existence of sparsely supported correlated equilibria
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
   See also Journal Article Existence of Sparsely Supported Correlated Equilibria, Economic Theory, Springer (2007) View citations (4) (2007)

2004

3. Global Nash convergence of Foster and Young's regret testing
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (6)
   See also Journal Article Global Nash convergence of Foster and Young's regret testing, Games and Economic Behavior, Elsevier (2007) View citations (37) (2007)

2000

4. A note on robust detection
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
5. A zero-delay sequential scheme for lossy coding of individual sequences
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
6. Model selection and error estimation
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (11)
7. Strategies for sequential prediction of stationary time series
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (3)

1999

8. A sharp concentration inequality with applications
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (2)
9. Almost sure testability of classes of densities
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
10. Worst-case bounds for the logarithmic loss of predictors
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (2)

1998

11. A simple randomized algorithm for consistent sequential prediction of ergodic time series
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (3)
12. Adaptive model selection using empirical complexities
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (4)
13. An inequality for uniform deviations of sample averages from their means
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
    See also Journal Article An inequality for uniform deviations of sample averages from their means, Statistics & Probability Letters, Elsevier (1999) View citations (1) (1999)
14. Inequalities for a new data-based method for selecting nonparametric density estimates
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (3)
15. On prediction of individual sequences
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (8)
16. Variable Kernel estimates: On the impossibility of tuning the parameters
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (3)

1997

17. Minimax lower bounds for the two-armed bandit problem
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
18. Strong minimax lower bounds for learning
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
19. The minimax distortion redundancy in empirical quantizer design
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)

1996

20. A data-dependent skeleton estimate and a scale-sensitive dimension for classification
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (9)

Journal Articles

2010

1. Comment on: ℓ 1 -penalization for mixture regression models
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2010, 19, (2), 259-263

2007

2. Existence of Sparsely Supported Correlated Equilibria
   Economic Theory, 2007, 32, (3), 575-578 View citations (4)
   See also Working Paper Existence of sparsely supported correlated equilibria, Economics Working Papers (2006) (2006)
3. Global Nash convergence of Foster and Young's regret testing
   Games and Economic Behavior, 2007, 60, (1), 135-154 View citations (37)
   See also Working Paper Global Nash convergence of Foster and Young's regret testing, Economics Working Papers (2004) View citations (6) (2004)
4. Learning correlated equilibria in games with compact sets of strategies
   Games and Economic Behavior, 2007, 59, (1), 187-208 View citations (8)

2006

5. NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES
   Mathematical Finance, 2006, 16, (2), 337-357 View citations (27)

2005

6. Goodness‐of‐fit Tests Based on the Kernel Density Estimator
   Scandinavian Journal of Statistics, 2005, 32, (4), 599-616 View citations (7)

2004

7. Bin width selection in multivariate histograms by the combinatorial method
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2004, 13, (1), 129-145 View citations (2)

1999

8. An inequality for uniform deviations of sample averages from their means
   Statistics & Probability Letters, 1999, 44, (1), 55-62 View citations (1)
   See also Working Paper An inequality for uniform deviations of sample averages from their means, Economics Working Papers (1998) (1998)

1997

9. Universal smoothing factor selection in density estimation: theory and practice
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1997, 6, (2), 223-320 View citations (12)

1995

10. Improved upper bounds for probabilities of uniform deviations
    Statistics & Probability Letters, 1995, 25, (1), 71-77 View citations (1)

1992

11. Kernel density estimation from ergodic sample is not universally consistent
    Computational Statistics & Data Analysis, 1992, 14, (4), 437-442 View citations (1)