Adaptive prediction and estimation in linear regression with infinitely many parameters.

DOI10.1214/aos/1015345956zbMath1043.62076OpenAlexW1596564667MaRDI QIDQ1848918

Alexandre B. Tsybakov, Alexander Goldenshluger

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1015345956

zbMATH Keywords

exact asymptotics of minimax risk

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (14)

Adaptive density estimation using the blockwise Stein method ⋮ Penalized contrast estimation in functional linear models with circular data ⋮ Simultaneous dimension reduction and variable selection in modeling high dimensional data ⋮ Adaptive estimation of linear functionals in functional linear models ⋮ A lower-bound oracle inequality for a blockwise-shrinkage estimate ⋮ Boosting for high-dimensional linear models ⋮ Ridge regression and asymptotic minimax estimation over spheres of growing dimension ⋮ Estimation in functional regression for general exponential families ⋮ Adaptive functional linear regression ⋮ A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function ⋮ Random rates in anisotropic regression. (With discussion) ⋮ Oracle inequalities for inverse problems ⋮ On Optimal Adaptive Prediction of Multivariate Autoregression ⋮ Optimal prediction for linear regression with infinitely many parameters.

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