A note on penalized minimum distance estimation in nonparametric regression

DOI10.2307/3316086zbMATH Open1042.62033OpenAlexW2168173156MaRDI QIDQ4470643FDOQ4470643

Authors Florentina Bunea, Marten H. Wegkamp 

Publication date 15 June 2004

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/d1ef18c53b77ef0138f03f93416eb066fa028ab0

zbMATH Keywords

shatter coefficientminimum distance estimatorscomplexity penaltymodel-selection\(L_1\)-risk

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• A Note on Density Model Size Testing
• A distribution-free theory of nonparametric regression
• A universally acceptable smoothing factor for kernel density estimates
• Density estimation by the penalized combinatorial method
• Estimation and selection procedures in regression: anL₁approach
• Neural Network Learning
• Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
• Quasi-universal bandwidth selection for kernel density estimators
• Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy

Cited in

(2)

• Density estimation by the penalized combinatorial method
• A note on minimum distance estimation of copula densities

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