Approximation of least squares regression on nested subspaces

DOI10.1214/AOS/1176350830MaRDI QIDQ1118945zbMATH OpenOpenAlexFDO

Authors Dennis D. Cox

Publication date 1988

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176350830

zbMATH Keywords

model selectionnonparametric regressionorthogonal polynomialsrates of convergenceleast squares estimatorbias approximationpolynomial regressionasymptotic design measureconsistency in supremum normFourier series regressionscale of Hilbert normsweighted L2 norms

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Approximation by polynomials (41A10)

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