Upper bounds for the L_ 1-risk of the minimum L_ 1-distance regression estimator

DOI10.1007/BF00053402MaRDI QIDQ1260728zbMATH OpenOpenAlexFDO

Authors L. Gajek, Marek Kaluszka

Publication date 25 August 1993

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00053402

zbMATH Keywords

bounded derivativescommon variancedependence structureindependent errors of measurementL1-riskminimum distance estimationminimum L1-distance regression estimatorrates of convergenceroughness penalty

Mathematics Subject Classification ID

Density estimation (62G07) General nonlinear regression (62J02)

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Cites work

• A Unifying Approach to Nonparametric Regression Estimation
• Estimating a density and its derivatives via the minimum distance method
• Estimating a regression function
• scientific article; zbMATH DE number 3980241 (Why is no real title available?)
• scientific article; zbMATH DE number 3995598 (Why is no real title available?)
• Spline smoothing: The equivalent variable kernel method

Cited in

(5)

• Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression
• Expectation values and variance based on \(\mathcal L^p\)-norms
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• Estimation and selection procedures in regression: anL₁approach
• The l-norm bounds of the risk of regression lost function

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