Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach

DOI10.1007/S00440-011-0354-7zbMath1318.62128arXiv1006.0024OpenAlexW2963713752MaRDI QIDQ714947

Michaël Chichignoud

Publication date: 12 October 2012

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.0024

zbMATH Keywords

optimality criterionLepski's methodadaptive bandwidth selectorlocal Bayesian fittingmultiplicative regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression ⋮ Nonparametric estimation in a regression model with additive and multiplicative noise ⋮ Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series ⋮ Adaptive estimation in the single-index model via oracle approach ⋮ Pointwise adaptive estimation of a multivariate function ⋮ Adaptation to lowest density regions with application to support recovery ⋮ Uniform almost sure convergence rate of wavelet estimator for regression model with mixed noise ⋮ Wavelet estimation of a regression model with mixed noises ⋮ Adaptive estimation over anisotropic functional classes via oracle approach

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