Local linear regression smoothers and their minimax efficiencies

DOI10.1214/aos/1176349022zbMath0773.62029OpenAlexW2027244596MaRDI QIDQ2366734

Jianqing Fan

Publication date: 23 August 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176349022

zbMATH Keywords

mean squared errormodulus of continuityminimax efficiencynonparametric regressionmean integrated squared errorMSEminimax riskMISEconditional quantilesconditional meanhardest one-dimensional subproblemasymptotic minimax lower boundfixed and random design regression problemslocal linear regression smoothers

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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