A note on penalized minimum distance estimation in nonparametric regression

DOI10.2307/3316086zbMath1042.62033MaRDI QIDQ4470643

Marten H. Wegkamp, Florentina Bunea

Publication date: 15 June 2004

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

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

zbMATH Keywords

shatter coefficient; minimum distance estimators; complexity penalty; model-selection; \(L_1\)-risk

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

Related Items

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

Cites Work

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