Spline smoothing and optimal rates of convergence in nonparametric regression models
From MaRDI portal
Publication:1070704
DOI10.1214/aos/1176349650zbMath0585.62074MaRDI QIDQ1070704
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349650
adaptive estimator; generalized cross-validation; minimax optimal rate; exact minimax rate of convergence; Linear estimation; maximum mean squared error
Related Items
The asymptotic average squared error for polynomial regression, Asymptotically Minimax Nonparametric Regression in L2, POINTWISE CONVERGENCE OF THE WAVELET REGULARIZED ESTIMATORS, Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models, The smoothing parameter, confidence interval and robustness for smoothing splines, Soft and hard classification by reproducing kernel Hilbert space methods, Fast spline smoothing via spectral factorization concepts, Asymptotics for the smoothing cubic spline estimate in a longitudinal regression model with random process noise., Relative efficiencies of model robust estimators in two-dimensional situations, Multivariate Bayesian function estimation, A Bayesian approach to flexible modeling of multivariable response functions, Minimax estimation of continuous time deterministic signals in colored noise, Discretization effects in statistical inverse problems, Quadratic deviation of penalized mean squares regression estimates, Asymptotic optimality of generalized cross-validation for choosing the regularization parameter, Minimax estimation in linear regression under restrictions, Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors, Minimax estimation via wavelet shrinkage, On nonparametric regression for iid observations in a general setting, \(M\)-type smoothing splines with auxiliary scale estimation, On the asymptotic properties of a flexible hazard estimator, Asymptotic minimax rates for abstract linear estimators, From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression, Consistency of cross validation for comparing regression procedures, Sharp adaptation for spherical inverse problems with applications to medical imaging, Pointwise convergence of Fourier regularization for smoothing data, Optimal smoothing in nonparametric mixed-effect models, On average case complexity of linear problems with noisy information, When is the optimal regularization parameter insensitive to the choice of the loss function?, Rates of convergence of some estimators for a semiparametric model, Optimal rates of convergence for the piecewlse polynomial estimator with the index chosen by the fpe selection rule
