Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model

DOI10.1016/j.jmva.2015.05.010zbMath1323.62032MaRDI QIDQ495369

Yong-Cai Geng, Sumit K. Garg

Publication date: 10 September 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.05.010

zbMATH Keywords

lower bound; minimax rate of convergence; Fano's lemma; functional component; multivariate semiparametric partial linear model; Varshamov-Gilbert bound

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing