On finite-sample properties of adaptive least squares regression estimates

DOI10.1080/02331888308802407zbMath0808.62035OpenAlexW2019615771MaRDI QIDQ4324725

Bernd Droge

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308802407

zbMATH Keywords

squared error lossminimax approachnonparametric regressionleast squares estimatorsnormally distributed errorsminimax regret principlefinite-sample propertiescommon known varianceinterpolating estimatorselection of smoothing parameter

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) General nonlinear regression (62J02) Admissibility in statistical decision theory (62C15)

Related Items (2)

Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean ⋮ Trigonometric regression estimation for observations with additive and multiplicative errors

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