Adaptive Estimation of the Integral of Squared Regression Derivatives

DOI10.1111/1467-9469.00193MaRDI QIDQ4516158zbMATH OpenOpenAlexFDO

Authors

Publication date 27 November 2000

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00193

zbMATH Keywords

heteroscedastic regressionmean squared errorrandom designsharp optimality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(10)

• A simple adaptive estimator of the integrated square of a density
• Estimating linear functionals of the error distribution in nonparametric regression
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• Adaptive root n estimates of integrated squared density derivatives
• Uniform convergence of convolution estimators for the response density in nonparametric regression
• Empirical likelihood based inference for the derivative of the nonparametric regression function
• A convolution estimator for the density of nonlinear regression observations
• Efficient Estimation for Semiparametric Semi-Markov Processes
• Root n consistent and optimal density estimators for moving average processes
• Adaptive estimation of nonparametric functionals

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