Universal pointwise selection rule in multivariate function estimation
From MaRDI portal
Publication:1002540
Abstract: In this paper, we study the problem of pointwise estimation of a multivariate function. We develop a general pointwise estimation procedure that is based on selection of estimators from a large parameterized collection. An upper bound on the pointwise risk is established and it is shown that the proposed selection procedure specialized for different collections of estimators leads to minimax and adaptive minimax estimators in various settings.
Recommendations
- Pointwise adaptive estimation of a multivariate function
- The approximate variation of univariate uniform space valued functions and pointwise selection principles
- A pointwise selection principle for functions of a single variable with values in a uniform space
- General selection rule from a family of linear estimators
- scientific article; zbMATH DE number 1344902
- From approximate variation to pointwise selection principles
- Variance function estimation via model selection
- Variable selection in nonparametric functional concurrent regression
- Pointwise adaptive estimation of a multivariate density under independence hypothesis
- A pointwise selection principle for maps of several variables via the total joint variation
Cites work
- Additive regression and other nonparametric models
- Asymptotic minimax estimation of regression in the additive model
- Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes
- Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
- Direct estimation of the index coefficient in a single-index model
- Estimation of a projection-pursuit type regression model
- scientific article; zbMATH DE number 3563431 (Why is no real title available?)
- scientific article; zbMATH DE number 739533 (Why is no real title available?)
- scientific article; zbMATH DE number 1381080 (Why is no real title available?)
- scientific article; zbMATH DE number 4197203 (Why is no real title available?)
- Nonlinear estimation in anisotropic multi-index denoising
- On minimax wavelet estimators
- On projection pursuit regression
- On spatially adaptive estimation of nonparametric regression
- Optimal pointwise adaptive methods in nonparametric estimation
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Pointwise adaptive estimation of a multivariate function
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
- Random Fields and Geometry
- Sharp adaptive estimation of linear functionals.
- The method of risk envelope in estimation of linear functionals
Cited in
(47)- Lower bounds in estimation at a point under multi-index constraint
- Non parametric estimation for random walks in random environment
- Estimator selection: a new method with applications to kernel density estimation
- A new approach to estimator selection
- Sharp oracle inequalities for aggregation of affine estimators
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs
- Spectral-free estimation of Lévy densities in high-frequency regime
- Adaptive invariant density estimation for ergodic diffusions over anisotropic classes
- Density estimation for RWRE
- Nonparametric adaptive inference of birth and death models in a large population limit
- A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning
- Density estimation on an unknown submanifold
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models
- Adaptive estimation in the linear random coefficients model when regressors have limited variation
- Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses
- Aggregating estimates by convex optimization
- Deconvolution with unknown noise distribution is possible for multivariate signals
- Hyperbolic wavelet thresholding methods and the curse of dimensionality through the maxiset approach
- Pointwise adaptive estimation of a multivariate function
- Adaptive optimal kernel density estimation for directional data
- The heavy range of randomly biased walks on trees
- Adaptive density estimation on bounded domains
- Adaptive estimation over anisotropic functional classes via oracle approach
- Pointwise adaptive estimation of the marginal density of a weakly dependent process
- Minimax pointwise estimation of an anisotropic regression function with unknown density of the design
- Adaptive estimation in the single-index model via oracle approach
- Adaptive estimation under single-index constraint in a regression model
- Bandwidth selection in kernel empirical risk minimization via the gradient
- Adaptive pointwise estimation of conditional density function
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Minimal penalty for Goldenshluger-Lepski method
- Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure
- Upper functions for positive random functionals. I: General setting and Gaussian random functions
- Adaptive estimation of the conditional cumulative distribution function from current status data
- A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression
- An introduction to nonparametric adaptive estimation
- A concentration inequality for a Gaussian process indexed by matrices
- Some recent advances in random walks and random environments
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Uniform bounds for norms of sums of independent random functions
- Multivariate trend filtering for lattice data
- Deconvolution of repeated measurements corrupted by unknown noise
- A new adaptive local polynomial density estimation procedure on complicated domains
- Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach
- A statistical approach for simulating the density solution of a McKean-Vlasov equation
- Inference with Mondrian random forests
- On adaptive estimation of linear functionals from observations against white noise
This page was built for publication: Universal pointwise selection rule in multivariate function estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1002540)
