A Family of Asymptotically Optimal Methods for Choosing the Order of a Projective Regression Estimate

DOI10.1137/1137097zbMath0806.62031OpenAlexW2070279179MaRDI QIDQ4030694

Alexandre B. Tsybakov, Boris T. Polyak

Publication date: 1 April 1993

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1137097

zbMATH Keywords

Fourier seriesnonparametric regressionprojective estimateorthonormal trigonometric system

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items (5)

Model selection for (auto-)regression with dependent data ⋮ Adaptive density estimation using the blockwise Stein method ⋮ Adaptive estimation of mean and volatility functions in (auto-)regressive models. ⋮ Confidence intervals in adaptive estimation. ⋮ Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection

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