Adaptive estimators for nonparametric heteroscedastic regression models

DOI10.1080/10485250902993645zbMath1175.62037MaRDI QIDQ3648631

J.-Y. Brua

Publication date: 27 November 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250902993645

zbMATH Keywords

minimax; adaptive estimation; kernel estimator; nonparametric regression; heteroscedastic regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62C20: Minimax procedures in statistical decision theory

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