Approximation of least squares regression on nested subspaces
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Publication:1118945
DOI10.1214/aos/1176350830zbMath0669.62047MaRDI QIDQ1118945
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350830
orthogonal polynomials; model selection; rates of convergence; polynomial regression; least squares estimator; nonparametric regression; bias approximation; asymptotic design measure; consistency in supremum norm; Fourier series regression; scale of Hilbert norms; weighted L2 norms
62F12: Asymptotic properties of parametric estimators
62J05: Linear regression; mixed models
41A10: Approximation by polynomials
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