This paper is concerned with the determination of tight lower and upper bounds on the expectation of a convex function of a random variable. The classic bounds are those of Jensen and ...

The Annals of Statistics, Vol. 29, No. 5 (Oct., 2001), pp. 1469-1507 (39 pages) This paper proposes a test for selecting explanatory variables in nonparametric regression. The test does not need to ...