Fully Data-Driven Nonparametric Variance Estimators (Q4763457)

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scientific article; zbMATH DE number 743367
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    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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