Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression

DOI10.1214/aos/1030741082zbMath0909.62063OpenAlexW2095215413MaRDI QIDQ1383091

Yannis G. Yatracos, Theodoros Nicoleris

Publication date: 8 April 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1030741082

zbMATH Keywords

nonparametric regressionprojection pursuitKolmogorov entropyHoeffding's inequalitydimensionality reduction principle

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) General nonlinear regression (62J02)

Related Items

Estimation and selection procedures in regression: anL₁approach, Nonparametric regression with correlated errors., Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities, Dependence and the dimensionality reduction principle, A note on penalized minimum distance estimation in nonparametric regression, Rate of uniform consistency for nonparametric estimates with functional variables, Combining different procedures for adaptive regression, Kernel Conditional Density Estimation When the Regressor is Valued in a Semi-Metric Space

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