A new approach to least-squares estimation, with applications

DOI10.1214/AOS/1176350362zbMath0625.62046OpenAlexW2115986460MaRDI QIDQ579801

Sara van de Geer

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350362

zbMATH Keywords

uniform convergenceentropy conditionsempirical processisotonic regressionempirical measureleast-squares estimationpenalized least squaresnonparametric regression estimatorsstrong \(L^ 2\)-consistency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05) General nonlinear regression (62J02) Convergence of probability measures (60B10)

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