Estimation of the essential supremum of a regression function

DOI10.1016/J.SPL.2011.02.011MaRDI QIDQ534426zbMATH OpenOpenAlexFDO

Authors Michael Kohler, Adam Krzyżak, Harro Walk

Publication date 17 May 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.02.011

zbMATH Keywords

strong consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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• A distribution-free theory of nonparametric regression
• Estimating market risk with neural networks
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• Nonparametric statistics for stochastic processes
• On the almost everywhere convergence of nonparametric regression function estimates
• Strong consistency of automatic kernel regression estimates
• The uniform convergence of nearest neighbor regression function estimators and their application in optimization
• The uniform convergence of the nadaraya‐watson regression function estimate
• Uniform consistency of a class of regression function estimators

Cited in

(3)

• Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments
• Estimation of Multivariate Regression
• Estimation of a jump point in random design regression

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