Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
From MaRDI portal
Publication:2510884
DOI10.1016/j.jkss.2008.12.001zbMath1293.62091arXiv1002.1537MaRDI QIDQ2510884
Leonid I. Galtchouk, Serguei Pergamenchtchikov
Publication date: 4 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.1537
efficient estimation; adaptive estimation; nonparametric regression; asymptotic bounds; heteroscedastic regression; Pinsker's constant
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
Related Items
ADAPTIVE ESTIMATION IN A HETEROSCEDASTIC NONPARAMETRIC REGRESSION, IMPROVED MODEL SELECTION METHOD FOR AN ADAPTIVE ESTIMATION IN SEMIMARTINGALE REGRESSION MODELS, Sequential nonparametric estimation of controlled multivariate regression, Sequential model selection method for nonparametric autoregression, Improved robust model selection methods for a Lévy nonparametric regression in continuous time, Unnamed Item, Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich, Robust model selection for a semimartingale continuous time regression from discrete data, Asymptotically efficient estimators for nonparametric heteroscedastic regression models, General model selection estimation of a periodic regression with a Gaussian noise, Oracle inequalities for the stochastic differential equations, Efficient robust nonparametric estimation in a semimartingale regression model, Spatial adaptation in heteroscedastic regression: propagation approach, Model selection by resampling penalization, Model selection for the robust efficient signal processing observed with small Lévy noise, Adaptive efficient analysis for big data ergodic diffusion models, Regression function estimation on non compact support in an heteroscesdastic model, Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression, Improved estimation method for high dimension semimartingale regression models based on discrete data, Sequential robust estimation for nonparametric autoregressive models, Adaptive sequential estimation for ergodic diffusion processes in quadratic metric, Adaptive estimators for nonparametric heteroscedastic regression models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotically efficient estimators for nonparametric heteroscedastic regression models
- Spectral calibration of exponential Lévy models
- Spline smoothing in regression models and asymptotic efficiency in \(L_ 2\)
- Optimal filtering of square-integrable signals in Gaussian noise
- Optimal global rates of convergence for nonparametric regression
- Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
- Asymptotically efficient estimates for nonparametric regression models
- Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
- Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
- Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models
- Experimental Design for Estimating Integrals by Numerical Quadrature, with Applications to Pharmacokinetic Studies
- Adaptive Spline Estimates for Nonparametric Regression Models