Optimal estimation of a general regression function

DOI10.1214/AOS/1176345867MaRDI QIDQ1166215zbMATH OpenOpenAlexFDO

Authors P. W. Millar

Publication date 1982

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

Full work available at URL https://doi.org/10.1214/aos/1176345867

zbMATH Keywords

abstract Wiener spaceasymptotic normalityconsistencyempirical distributionexponential familyHilbert spaceinfinite dimensional normal familiesKiefer processlocal asymptotic minimaxlocation modelminimum distance estimationrobust regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Cited in

(8)

• Minimum distance estimation in linear regression with unknown error distributions
• Limits of experiments associated with sampling plans
• Asymptotics of minimum distance estimator in linear regression models under strong mixing
• Simultaneous robust estimation of location and scale parameters: A minimum-distance approach
• On minimum distance estimation in two-sample scale problem with right censoring
• Application of convolution theorems in semiparametric models with non-i. i. d. data
• \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables
• Application of some L₂ optimization to a discrete distribution

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