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Harro Walk
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2020 – today
- 2023
- [j12]László Györfi
, Tamás Linder, Harro Walk:
Lossless Transformations and Excess Risk Bounds in Statistical Inference. Entropy 25(10): 1394 (2023) - [j11]Hüseyin Afser
Classification With Repeated Observations. IEEE Signal Process. Lett. 30: 1522-1526 (2023) - [i2]Hüseyin Afser, László Györfi, Harro Walk:
Repeated Observations for Classification. CoRR abs/2307.09896 (2023) - [i1]László Györfi, Tamás Linder, Harro Walk:
Lossless Transformations and Excess Risk Bounds in Statistical Inference. CoRR abs/2307.16735 (2023)
2010 – 2019
- 2019
- [j10]László Györfi, Norbert Henze, Harro Walk:
The limit distribution of the maximum probability nearest-neighbour ball. J. Appl. Probab. 56(2): 574-589 (2019) - 2017
- [j9]Luc Devroye, László Györfi, Gábor Lugosi, Harro Walk:
On the measure of Voronoi cells. J. Appl. Probab. 54(2): 394-408 (2017) - [j8]Maik Döring, László Györfi, Harro Walk:
Rate of Convergence of $k$-Nearest-Neighbor Classification Rule. J. Mach. Learn. Res. 18: 227:1-227:16 (2017) - [j7]Benedikt Bauer
Nonparametric estimation of a function from noiseless observations at random points. J. Multivar. Anal. 160: 93-104 (2017) - 2016
- [p1]Maik Döring, László Györfi, Harro Walk:
Exact Rate of Convergence of Kernel-Based Classification Rule. Challenges in Computational Statistics and Data Mining 2016: 71-91 - 2015
- [j6]László Györfi, Harro Walk:
On the asymptotic normality of an estimate of a regression functional. J. Mach. Learn. Res. 16: 1863-1877 (2015) - 2013
- [j5]Harro Walk:
Cover's Algorithm Modified for Nonparametric Estimation of a Log-Optimal Portfolio Selection Function. IEEE Trans. Inf. Theory 59(8): 4771-4780 (2013) - [c2]Luc Devroye, Paola G. Ferrario
Strong Universal Consistent Estimate of the Minimum Mean Squared Error. Empirical Inference 2013: 143-160 - 2012
- [j4]Daniel Jones, Michael Kohler, Harro Walk:
Weakly Universally Consistent Forecasting of Stationary and Ergodic Time Series. IEEE Trans. Inf. Theory 58(2): 1191-1202 (2012) - [j3]László Györfi, Harro Walk:
Empirical Portfolio Selection Strategies With Proportional Transaction Costs. IEEE Trans. Inf. Theory 58(10): 6320-6331 (2012)
2000 – 2009
- 2009
- [c1]Michael Kohler, Adam Krzyzak, Harro Walk:
On application of nonparametric regression estimation to options pricing. ISIT 2009: 1579-1583 - 2002
- [b1]László Györfi, Michael Kohler, Adam Krzyzak, Harro Walk:
A Distribution-Free Theory of Nonparametric Regression. Springer series in statistics, Springer 2002, ISBN 978-0-387-95441-7, pp. I-XVI, 1-647 - [j2]Harro Walk, Sidney Yakowitz:
Iterative nonparametric estimation of a log-optimal portfolio selection function. IEEE Trans. Inf. Theory 48(1): 324-333 (2002) - [j1]László Györfi, Dominik Schäfer, Harro Walk:
Relative stability of global errors of nonparametric function estimators. IEEE Trans. Inf. Theory 48(8): 2230-2242 (2002)
Coauthor Index
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