Model selection in nonparametric regression
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Publication:1394765
DOI10.1214/aos/1046294464zbMath1019.62037MaRDI QIDQ1394765
Publication date: 24 June 2003
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1046294464
classification; model selection; adaptive estimation; least squares estimation; penalized least squares; data splitting; VC-major classes
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
60E15: Inequalities; stochastic orderings
60F05: Central limit and other weak theorems
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