Asymptotically Minimax Nonparametric Regression in L2

DOI10.1080/02331889708802553MaRDI QIDQ4331854zbMATH OpenOpenAlexFDO

Authors E. Belitser, B. Ya. Levit

Publication date 12 February 1997

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889708802553

zbMATH Keywords

asymptotic minimax riskasymptotically minimax estimatorBayes riskellipsoidsecond-order rate minimax estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A risk bound in Sobolev class regression
• An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant
• Applications of the van Trees inequality: A Bayesian Cramér-Rao bound
• Asymptotic equivalence of density estimation and Gaussian white noise
• Bounds for the Risks of Non-Parametric Regression Estimates
• Convergence of stochastic processes
• scientific article; zbMATH DE number 3919522 (Why is no real title available?)
• scientific article; zbMATH DE number 3320868 (Why is no real title available?)
• Minimax estimation via wavelet shrinkage
• Optimal global rates of convergence for nonparametric regression
• Optimal rates of convergence for nonparametric estimators
• Optimal Sequential Design in a Controlled Non‐parametric Regression
• Spline smoothing and optimal rates of convergence in nonparametric regression models
• Spline smoothing in regression models and asymptotic efficiency in \(L_ 2\)

Cited in

(10)

• A minimaxity criterion in nonparametric regression based on large-deviations probabilities
• Optimal prediction for linear regression with infinitely many parameters.
• From minimax shrinkage estimation to minimax shrinkage prediction
• Mathematical statistics. Asymptotic minimax theory
• scientific article; zbMATH DE number 4176228 (Why is no real title available?)
• scientific article; zbMATH DE number 5666382 (Why is no real title available?)
• CONSISTENCY IN NONPARAMETRIC MINIMAX REGRESSION ESTIMATION
• Asymptotic minimax risk of predictive density estimation for non-parametric regression
• Minimax recovery of blurred signal from discrete noisy data
• An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant

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