On the efficiency of wavelet estimators under arbitrary error distributions

zbMath0845.62034MaRDI QIDQ1900839

Michael H. Neumann, Vladimir Spokoiny

Publication date: 18 September 1996

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

local asymptotic normalitycross-validationBesov spacesnonparametric regressionoptimal rate of convergencesample splittingwavelet estimatorsarbitrary error distributionsnon-equispaced designs

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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