On nonparametric regression for iid observations in a general setting

DOI10.1214/AOS/1032526960MaRDI QIDQ1816976zbMATH OpenOpenAlexFDO

Authors Sam Efromovich

Publication date 14 July 1997

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

Full work available at URL https://doi.org/10.1214/aos/1032526960

zbMATH Keywords

best constantcensored datacurve estimationlocationmixture modelsnonparametric analog of Fisher informationoptimal minimax mean integrated squared error convergencerandom design nonparametric regressionrate of risk convergenceresponse functionscalesharp-optimal estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Optimal statistical designs (62K05) Sequential estimation (62L12)

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Cites work

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Cited in

(14)

• On automatic boundary corrections
• Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses
• Optimal prediction for linear regression with infinitely many parameters.
• Estimation of the density of regression errors
• Variance estimation in nonparametric regression via the difference sequence method
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
• Nonparametric regression with the scale depending on auxiliary variable
• Nonparametric Wavelet Regression for Binary Response
• Case–control genome-wide joint association study using semiparametric empirical model and approximate Bayes factor
• Author's Response
• On regression-adjusted imputation estimators of average treatment effects
• Optimal estimation in additive regression models
• Efficient shrinkage in parametric models
• Nonparametric regression estimation with assigned risk

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