Adaptivity and optimality of the monotone least-squares estimator
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Publication:453299
DOI10.3150/10-BEJ289zbMath1345.62066MaRDI QIDQ453299
Publication date: 19 September 2012
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1302009244
Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)
Related Items (12)
Adaptive estimation of planar convex sets ⋮ The limiting behavior of isotonic and convex regression estimators when the model is misspecified ⋮ Some developments in the theory of shape constrained inference ⋮ A new perspective on least squares under convex constraint ⋮ Contraction and uniform convergence of isotonic regression ⋮ A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate ⋮ Convergence of linear functionals of the Grenander estimator under misspecification ⋮ On convex least squares estimation when the truth is linear ⋮ On risk bounds in isotonic and other shape restricted regression problems ⋮ The bias of isotonic regression ⋮ Global risk bounds and adaptation in univariate convex regression ⋮ Unnamed Item
Cites Work
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- Cube root asymptotics
- The asymptotic behavior of monotone regression estimates
- Asymptotic normality of the \(L_1\) error of the Grenander estimator
- Sharp asymptotics for isotonic regression
- Estimating monotone functions
- Asymptotic normality of the \(L_k\)-error of the Grenander estimator
- Adaptation under probabilistic error for estimating linear functionals
- On the \(\mathbb L_p\)-error of monotonicity constrained estimators
- Asymptotic Statistics
- LAN in Problems of Nonparametric Estimation of Functions and Lower Bounds for Quadratic Risks
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