Upper functions for positive random functionals. I: General setting and Gaussian random functions

DOI10.3103/S1066530713010018zbMath1279.60033MaRDI QIDQ359388

O. V. Lepskij

Publication date: 12 August 2013

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

empirical processesdoubling measuremetric entropyupper functionGaussian random function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

Related Items (10)

Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields ⋮ Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure ⋮ Upper functions for positive random functionals. II. Application to the empirical processes theory. I ⋮ Upper functions for positive random functionals. II: Application to the empirical processes theory, Part 2 ⋮ A sup-norm oracle inequality for a partially linear regression model ⋮ A new approach to estimator selection ⋮ Adaptive estimation under single-index constraint in a regression model ⋮ Adaptive invariant density estimation for ergodic diffusions over anisotropic classes ⋮ Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses ⋮ Concentration of scalar ergodic diffusions and some statistical implications

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