The estimation problem of minimum mean squared error

DOI10.1524/stnd.21.1.15.20315zbMath1037.62030OpenAlexW1525419135MaRDI 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

zbMATH Keywords

mean squared errorcross-validationnearest neighbor estimate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

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