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

asymptotic normalityconsistencyrobust regressionempirical distributionexponential familyHilbert spaceminimum distance estimationabstract Wiener spaceKiefer processlocation modellocal asymptotic minimaxinfinite dimensional normal families

Mathematics Subject Classification ID

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

Cited in

(7)

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

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