An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant

DOI10.1137/1138075zbMath0819.62034MaRDI QIDQ4836147

Alexander Korostelev

Publication date: 20 June 1995

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1138075

zbMATH Keywords

Gaussian noise; uniform norm; minimax risk; nonparametric regression estimation; exact asymptotic behavior; equidistant observation design; Lipschitz or Hölder condition

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

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