Asymptotic equivalence and adaptive estimation for robust nonparametric regression
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Publication:1043738
DOI10.1214/08-AOS681zbMath1191.62070arXiv0909.0343MaRDI QIDQ1043738
Publication date: 9 December 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.0343
wavelets; James-Stein estimator; adaptivity; moderate deviation; nonparametric regression; robust estimation; asymptotic equivalence; quantile coupling; unbounded loss function
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G35: Nonparametric robustness
Related Items
Adaptive Confidence Bands for Nonparametric Regression Functions, A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression, Asymptotic equivalence and adaptive estimation for robust nonparametric regression, Strong Gaussian approximation of the mixture Rasch model, Quantile coupling inequalities and their applications, Model selection and sharp asymptotic minimaxity, Gaussianization machines for non-Gaussian function estimation models
Uses Software
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