Model selection for regression on a fixed design

DOI10.1007/S004400000058zbMATH Open0997.62027MaRDI QIDQ1584537FDOQ1584537

Authors: Yannick Baraud 

Publication date: 14 November 2002

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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zbMATH Keywords

least-squares estimatorempirical processesadaptive estimationconcentration of measuremoment inequality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Inequalities; stochastic orderings (60E15)

Cited In (49)

• Hermite regression estimation in noisy convolution model
• Some applications of concentration inequalities to statistics
• Nearly optimal minimax estimator for high-dimensional sparse linear regression
• A new algorithm for fixed design regression and denoising
• Model selection in nonparametric regression
• A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression
• Optimal adaptive estimation of a quadratic functional
• Penalized estimators for non linear inverse problems
• Regression function estimation as a partly inverse problem
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Adaptive estimation of a quadratic functional by model selection.
• Two-stage model selection procedures in partially linear regression
• About the constants in Talagrand's concentration inequalities for empirical processes.
• Nonparametric estimation of the density of the regression noise
• Rate-optimal nonparametric estimation for random coefficient regression models
• Model selection by resampling penalization
• Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression
• Non-asymptotic adaptive prediction in functional linear models
• Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
• Aggregation for Gaussian regression
• Adaptive estimation of mean and volatility functions in (auto-)regressive models.
• The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data
• Model selection: from theory to practice
• Consistent covariate selection and post model selection inference in semiparametric regression.
• A statistical view of iterative methods for linear inverse problems
• Maxisets for model selection
• Gaussian linear model selection in a dependent context
• Model selection for regression with continuous kernel functions using the modulus of continuity
• Estimator selection in the Gaussian setting
• Model selection for Gaussian regression with random design
• General model selection estimation of a periodic regression with a Gaussian noise
• Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression
• Model selection for (auto-)regression with dependent data
• Road trafficking description and short term travel time forecasting, with a classification method
• Nonparametric multiple regression by projection on non-compactly supported bases
• Adaptive complexity regularization for linear inverse problems
• On a projection estimator of the regression function derivative
• Adaptive estimation of linear functionals by model selection
• Segmentation of the mean of heteroscedastic data via cross-validation
• Histogram selection in non Gaussian regression
• Adaptive tests of qualitative hypotheses
• Robust linear least squares regression
• Non-parametric Poisson regression from independent and weakly dependent observations by model selection
• Nonparametric estimation of covariance functions by model selection
• Estimation of covariance functions by a fully data-driven model selection procedure and its application to Kriging spatial interpolation of real rainfall data
• Model selection for regression on a random design
• Estimator selection with respect to Hellinger-type risks
• Theory of Classification: a Survey of Some Recent Advances
• Adaptive tests of linear hypotheses by model selection

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