Adaptive prediction and estimation in linear regression with infinitely many parameters.

DOI10.1214/AOS/1015345956MaRDI QIDQ1848918zbMATH OpenOpenAlexFDO

Authors Alexander Goldenshluger, Alexandre B. Tsybakov

Publication date 14 November 2002

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

Full work available at URL https://doi.org/10.1214/aos/1015345956

zbMATH Keywords

exact asymptotics of minimax risk

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(15)

• Simultaneous dimension reduction and variable selection in modeling high dimensional data
• Random rates in anisotropic regression. (With discussion)
• Oracle inequalities for inverse problems
• Optimal prediction for linear regression with infinitely many parameters.
• Adaptive estimation of linear functionals in functional linear models
• A lower-bound oracle inequality for a blockwise-shrinkage estimate
• Boosting for high-dimensional linear models
• Penalized contrast estimation in functional linear models with circular data
• On optimal adaptive prediction of multivariate autoregression
• A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function
• Ridge regression and asymptotic minimax estimation over spheres of growing dimension
• Noisy recovery from random linear observations: sharp minimax rates under elliptical constraints
• Estimation in functional regression for general exponential families
• Adaptive functional linear regression
• Adaptive density estimation using the blockwise Stein method

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