Minimax pointwise estimation of an anisotropic regression function with unknown density of the design

DOI10.3103/S1066530711010030zbMATH Open1282.62076OpenAlexW1979949773MaRDI QIDQ2437993FDOQ2437993

Armelle Guillou, Nicolas Klutchnikoff

Publication date: 10 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530711010030

zbMATH Keywords

nonparametric regressionrandom designminimax approachdegenerate designanisotropic Hölder spaces

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

Cites Work

• Approximation Theorems of Mathematical Statistics
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• Consistent nonparametric regression. Discussion
• Curve estimation when the design density is low
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• Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
• Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
• Universal pointwise selection rule in multivariate function estimation
• Design adaptive nearest neighbor regression estimation
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Cited In (3)

• Local minimax pointwise estimation of a multivariate density
• Rate-optimal nonparametric estimation for random coefficient regression models
• Illumination problems in digital images. A statistical point of view

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