Nonparametric estimation of composite functions

DOI10.1214/08-AOS611zbMath1160.62030arXiv0906.0865OpenAlexW3100898040MaRDI QIDQ1018644

Alexandre B. Tsybakov, Anatoli B. Juditsky, O. V. Lepskij

Publication date: 20 May 2009

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

Full work available at URL: https://arxiv.org/abs/0906.0865

zbMATH Keywords

composite functionsminimax estimationlocal modelsmultidimensional nonparametric estimationpointwise selection rule

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Adaptive global thresholding on the sphere, Multivariate intensity estimation via hyperbolic wavelet selection, Estimation of the transition density of a Markov chain, Capturing ridge functions in high dimensions from point queries, Theory of adaptive estimation, Estimating composite functions by model selection, A new approach to estimator selection, Adaptive nonparametric regression on spin fiber bundles, Nonparametric regression using deep neural networks with ReLU activation function, Statistical inference for time-changed Lévy processes via composite characteristic function estimation, Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions, Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities, ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION, \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis, Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach, Model selection for Poisson processes with covariates, Estimation and Calibration of Lévy Models via Fourier Methods, Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses, Structural adaptation in the density model, Adaptive estimation over anisotropic functional classes via oracle approach

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic equivalence for nonparametric regression with multivariate and random design
• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
• Additive regression and other nonparametric models
• Asymptotic minimax estimation of regression in the additive model
• Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
• Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
• Optimal pointwise adaptive methods in nonparametric estimation
• Wedgelets: Nearly minimax estimation of edges
• Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes
• Optimal global rates of convergence for nonparametric regression
• Direct estimation of the index coefficient in a single-index model
• Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
• Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
• Nonlinear Estimation in Anisotropic Multi-Index Denoising. Sparse Case
• Nonparametric Estimation of a Regression Function that is Smooth in a Domain in $R^k$
• Universal approximation bounds for superpositions of a sigmoidal function
• New tight frames of curvelets and optimal representations of objects with piecewise C² singularities
• Bounds for the Risks of Non-Parametric Regression Estimates
• Nonlinear estimation in anisotropic multi-index denoising