Adaptive estimation in a heteroscedastic nonparametric regression
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Cites work
- A new look at the statistical model identification
- Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
- Adaptive sequential estimation for ergodic diffusion processes in quadratic metric
- Adaptive variance function estimation in heteroscedastic nonparametric regression
- ANCOVA Methods for Heteroscedastic Nonparametric Regression Models
- Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes
- Estimation of a Regression with the Pulse Type Noise from Discrete Data
- scientific article; zbMATH DE number 3366405 (Why is no real title available?)
- scientific article; zbMATH DE number 2212144 (Why is no real title available?)
- Improved estimation in a non-Gaussian parametric regression
- Nonparametric sequential estimation of the drift in diffusion processes via model selection
- Optimal filtering of square-integrable signals in Gaussian noise
- Oracle inequalities for the stochastic differential equations
- Ordered linear smoothers
- Risk bounds for model selection via penalization
- Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models
- Some Comments on C P
- Spline smoothing in regression models and asymptotic efficiency in \(L_ 2\)
Cited in
(16)- Adaptive \(M\)-estimation in nonparametric regression
- Spatial adaptation in heteroscedastic regression: propagation approach
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions
- An adaptive estimation for covariate-adjusted nonparametric regression model
- Adaptive regression with Brownian path covariate
- Adaptive estimation in multivariate response regression with hidden variables
- Regression function estimation on non compact support in an heteroscesdastic model
- Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
- Adaptive nonparametric regression with conditional heteroskedasticity
- Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models
- Adaptive estimators for nonparametric heteroscedastic regression models
- Nonparametric regression with the scale depending on auxiliary variable
- scientific article; zbMATH DE number 718749 (Why is no real title available?)
- Adaptive Estimation of the Integral of Squared Regression Derivatives
- scientific article; zbMATH DE number 947421 (Why is no real title available?)
- scientific article; zbMATH DE number 815733 (Why is no real title available?)
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