Adaptive Estimation of the Integral of Squared Regression Derivatives

DOI10.1111/1467-9469.00193zbMATH Open0955.62042OpenAlexW1988312137MaRDI QIDQ4516158FDOQ4516158

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Publication date: 27 November 2000

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

Full work available at URL: https://doi.org/10.1111/1467-9469.00193

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zbMATH Keywords

mean squared errorrandom designheteroscedastic regressionsharp optimality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cited In (10)

• Root n consistent and optimal density estimators for moving average processes
• Title not available (Why is that?)
• Efficient Estimation for Semiparametric Semi-Markov Processes
• A simple adaptive estimator of the integrated square of a density
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
• Empirical likelihood based inference for the derivative of the nonparametric regression function
• Estimating linear functionals of the error distribution in nonparametric regression
• Adaptive root \(n\) estimates of integrated squared density derivatives
• A convolution estimator for the density of nonlinear regression observations
• Uniform convergence of convolution estimators for the response density in nonparametric regression

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