Fully Data-Driven Nonparametric Variance Estimators (Q4763457)
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scientific article; zbMATH DE number 743367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully Data-Driven Nonparametric Variance Estimators |
scientific article; zbMATH DE number 743367 |
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Fully Data-Driven Nonparametric Variance Estimators (English)
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10 April 1995
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variance estimation
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bandwidth choice
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asymptotic efficiency
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optimal convergence rate
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asymptotic minimax risk
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nonparametric regression
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estimated residuals
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kernel estimator
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uniform convergence rate
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Sobolev classes
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