Upper functions for positive random functionals. I: General setting and Gaussian random functions

DOI10.3103/S1066530713010018zbMATH Open1279.60033MaRDI QIDQ359388FDOQ359388

Authors: O. V. Lepski 

Publication date: 12 August 2013

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

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zbMATH Keywords

empirical processesdoubling measuremetric entropyGaussian random functionupper function

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

Cites Work

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Cited In (10)

• Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields
• A sup-norm oracle inequality for a partially linear regression model
• Upper functions for positive random functionals. II. Application to the empirical processes theory. I
• Upper functions for positive random functionals. II: Application to the empirical processes theory, Part 2
• A new approach to estimator selection
• Concentration of scalar ergodic diffusions and some statistical implications
• Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
• Adaptive invariant density estimation for ergodic diffusions over anisotropic classes
• Adaptive estimation under single-index constraint in a regression model
• Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure

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