Minimax adaptive dimension reduction for regression

DOI10.1016/j.jmva.2014.03.008zbMath1352.62059OpenAlexW1997430362MaRDI QIDQ2451628

Quentin Paris

Publication date: 4 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.03.008

zbMATH Keywords

dimension reductionmetric entropyregression estimationminimax rates of convergenceempirical risk minimization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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