The estimation problem of minimum mean squared error
From MaRDI portal
Publication:4454293
DOI10.1524/stnd.21.1.15.20315zbMath1037.62030MaRDI QIDQ4454293
Dominik Schäfer, László Györfi, Harro Walk, Luc P. Devroye
Publication date: 8 March 2004
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c1fc0f9b098519f241752bb92031efa33ba148b6
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G09: Nonparametric statistical resampling methods
Related Items
Rate of convergence of the density estimation of regression residual, Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment, A nearest neighbor estimate of the residual variance, Residual variance estimation using a nearest neighbor statistic, Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours