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

DOI10.1007/BF02013149MaRDI QIDQ1899014zbMATH OpenOpenAlexFDO

Authors Peide Shi, Xueren Wang

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

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)

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Cites work

• scientific article; zbMATH DE number 46694 (Why is no real title available?)
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• scientific article; zbMATH DE number 801099 (Why is no real title available?)
• A Maximum Likelihood Method for Piecewise Regression Models with a Continuous Dependent Variable
• Additive regression and other nonparametric models
• Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
• Linear smoothers and additive models
• Multivariate adaptive regression splines
• On solvability of an equation arising in the theory of m-estimates
• Optimal global rates of convergence for nonparametric regression
• Optimal rates of convergence for nonparametric estimators

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(6)

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• 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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