Sharp oracle bounds for monotone and convex regression through aggregation

zbMath1351.62088arXiv1506.08724MaRDI QIDQ5744824

Alexandre B. Tsybakov, Pierre C. Bellec

Publication date: 19 February 2016

Full work available at URL: https://arxiv.org/abs/1506.08724

zbMATH Keywords

aggregationminimax regretisotonic regressionshape constraintssharp oracle inequalitiesconvex regressionmodel misspectification

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Inequalities; stochastic orderings (60E15) Minimax procedures in statistical decision theory (62C20)

Related Items (12)

Isotonic regression with unknown permutations: statistics, computation and adaptation ⋮ Estimating piecewise monotone signals ⋮ The limiting behavior of isotonic and convex regression estimators when the model is misspecified ⋮ On estimation of isotonic piecewise constant signals ⋮ Adaptive confidence sets in shape restricted regression ⋮ Optimal rates of statistical seriation ⋮ Bayesian fractional posteriors ⋮ Unnamed Item ⋮ Sharp oracle inequalities for least squares estimators in shape restricted regression ⋮ A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate ⋮ Unnamed Item ⋮ Bayesian shape-constrained density estimation

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