In the Background at Phdcomics
It looks like the paper in the background in the author biographies episode of Phdcomics was this paper (published by IEEE here). You can see part of three references which, in the original paper, were:
KOLTCHINSKII, V. (2004). Local Rademacher complexities and oracle inequalities in risk minimization. Manuscript.
LESKI, J. (2002). Robust weighted averaging. IEEE Transactions on Biomedical Engineering, 49, 796-804.
OMBAO, H., RAZ, J., STRAWDERMAN, R., and VON SACHS, R. (2001). A simple GCV method of span selection for periodogram smoothing. Biometrika, 88, 1186-1192.
In related news, I remembered this event when it was about to start and it was too late to attend.