Estimating a regression function
From MaRDI portal
Publication:921773
DOI10.1214/AOS/1176347632zbMath0709.62040OpenAlexW2159058260MaRDI QIDQ921773
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347632
entropyrates of convergenceleast squaresempirical processloss functionspenalized least squaresleast absolute deviations
Density estimation (62G07) General nonlinear regression (62J02) Sums of independent random variables; random walks (60G50) Convergence of probability measures (60B10)
Related Items (60)
On least squares estimation under heteroscedastic and heavy-tailed errors ⋮ Rates of convergence for minimum contrast estimators ⋮ Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing ⋮ Deep learning: a statistical viewpoint ⋮ Minimax risk over \(l_ p\)-balls for \(l_ q\)-error ⋮ Sur la convergence des tests de Schlee et de Yatchew ⋮ Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class ⋮ Estimation and selection procedures in regression: anL1approach ⋮ Adaptive estimation for an inverse regression model with unknown operator ⋮ Locally adaptive regression splines ⋮ A nonparametric test of fit of a parametric model ⋮ Statistical estimation with model selection ⋮ ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS ⋮ M-type estimators of regression function with applications ⋮ Consistency of a nonparametric least squares estimator in integer-valued GARCH models ⋮ Goodness-of-fit test for nonparametric regression models: smoothing spline ANOVA models as example ⋮ Model selection in nonparametric regression ⋮ The limiting behavior of isotonic and convex regression estimators when the model is misspecified ⋮ Concentration behavior of the penalized least squares estimator ⋮ Minimax rates for conditional density estimation via empirical entropy ⋮ Penalized empirical likelihood estimation of semiparametric models ⋮ Deep nonparametric regression on approximate manifolds: nonasymptotic error bounds with polynomial prefactors ⋮ A Bayesian perspective of statistical machine learning for big data ⋮ \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing ⋮ Adaptive risk bounds in unimodal regression ⋮ Optimal rates of statistical seriation ⋮ Empirical risk minimization and complexity of dynamical models ⋮ A general projection framework for constrained smoothing. ⋮ A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model ⋮ Uniform nonparametric inference for time series ⋮ Nonparametric shape-restricted regression ⋮ A new perspective on least squares under convex constraint ⋮ SOCIAL INTERACTIONS IN LARGE NETWORKS: A GAME THEORETIC APPROACH ⋮ Contraction and uniform convergence of isotonic regression ⋮ Some new asymptotic theory for least squares series: pointwise and uniform results ⋮ Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions ⋮ Isotonic regression in multi-dimensional spaces and graphs ⋮ A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time ⋮ Nonlinear least-squares estimation ⋮ Adapting to unknown sparsity by controlling the false discovery rate ⋮ Nonparametric regression with additional measurement errors in the dependent variable ⋮ State price density estimation via nonparametric mixtures ⋮ Convergence of algorithms for reconstructing convex bodies and directional measures ⋮ On risk bounds in isotonic and other shape restricted regression problems ⋮ Theory of Classification: a Survey of Some Recent Advances ⋮ Efficient estimation in single index models through smoothing splines ⋮ Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator ⋮ Set structured global empirical risk minimizers are rate optimal in general dimensions ⋮ Convergence rates of least squares regression estimators with heavy-tailed errors ⋮ Applied regression analysis bibliography update 1990-91 ⋮ Total variation regularized Fréchet regression for metric-space valued data ⋮ Least-square estimation for regression on random designs for absolutely regular observations ⋮ Isotonic regression in general dimensions ⋮ On the degrees of freedom in shape-restricted regression. ⋮ Risk bounds in isotonic regression ⋮ Asymptotic normality in mixture models ⋮ Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates ⋮ Uncoupled Isotonic Regression with Discrete Errors ⋮ M-estimation using penalties or sieves ⋮ Least squares sieve estimation of mixture distributions with boundary effects
This page was built for publication: Estimating a regression function