Optimal global rates of convergence of M-estimates for multivariate nonparametric regression

DOI10.1007/BF02013149zbMATH Open0833.62042OpenAlexW2052313846MaRDI QIDQ1899014FDOQ1899014

Xueren Wang, Peide Shi

Publication date: 20 March 1996

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02013149

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zbMATH Keywords

nonparametric regression\(M\)-estimatesoptimal global rate of convergence of least squares estimatespiecewise polynomial estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Multivariate adaptive regression splines
• Additive regression and other nonparametric models
• Optimal rates of convergence for nonparametric estimators
• Optimal global rates of convergence for nonparametric regression
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• Linear smoothers and additive models
• Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
• Title not available (Why is that?)
• A Maximum Likelihood Method for Piecewise Regression Models with a Continuous Dependent Variable
• On solvability of an equation arising in the theory of m-estimates
• Title not available (Why is that?)

Cited In (6)

• Optimal rates of convergence for the piecewlse polynomial estimator with the index chosen by the fpe selection rule
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
• On Integrated L¹ Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations

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