Model selection in nonparametric regression

DOI10.1214/aos/1046294464zbMath1019.62037MaRDI QIDQ1394765

Marten H. Wegkamp

Publication date: 24 June 2003

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

Full work available at URL: https://doi.org/10.1214/aos/1046294464

zbMATH Keywords

classification; model selection; adaptive estimation; least squares estimation; penalized least squares; data splitting; VC-major classes

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

60E15: Inequalities; stochastic orderings

60F05: Central limit and other weak theorems

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