Optimal Sequential Design in a Controlled Non‐parametric Regression

DOI10.1111/J.1467-9469.2007.00582.XMaRDI QIDQ3608267zbMATH OpenOpenAlexFDO

Authors Sam Efroimovich

Publication date 28 February 2009

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2007.00582.x

zbMATH Keywords

blockwise shrinkagedata-driven samplingheteroscedastic nonparametric regressionminimax bound for mean integrated squared error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Optimal statistical designs (62K05) Sequential statistical design (62L05)

Recommendations

• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
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• Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich

Cites work

• Exact mean integrated squared error
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 1306459 (Why is no real title available?)
• scientific article; zbMATH DE number 800961 (Why is no real title available?)
• scientific article; zbMATH DE number 805117 (Why is no real title available?)
• Nonparametric curve estimation. Methods, theory, and applications
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression

Cited in

(16)

• A sequential design for estimating a nonlinear parametric function
• Optimal sequential designs of case-control studies.
• Spatially-adaptive sensing in nonparametric regression
• Optimal design for linear models with correlated observations
• Sequential experimental design for nonparametric estimation of smooth regression functions
• Sequential design for nonparametric inference
• Sequential analysis of nonparametric heteroscedastic regression with missing responses
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
• Asymptotically Minimax Nonparametric Regression in L₂
• OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA
• Minimax robust designs for wavelet estimation of nonparametric regression models with autocorrelated errors
• Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev
• Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
• Minimax designs for partially linear models
• Minimax designs for misspecified linear models with L_-norm bounded departures
• Nonparametric regression estimation with assigned risk

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