Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression

DOI10.1016/j.jkss.2008.12.001zbMath1293.62091arXiv1002.1537OpenAlexW2963199807MaRDI 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

zbMATH Keywords

efficient estimationadaptive estimationnonparametric regressionasymptotic boundsheteroscedastic regressionPinsker's constant

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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