Estimation and selection procedures in regression: anL1approach

DOI10.2307/3316011MaRDI QIDQ4546737zbMATH OpenOpenAlexFDO

Authors Nicolas W. Hengartner, Marten H. Wegkamp

Publication date 8 October 2002

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

Full work available at URL https://doi.org/10.2307/3316011

zbMATH Keywords

bandwidth selectioncovering numbersshatter coefficientminimum distance estimatorsfinite sample properties of estimatorslocal linear regression smoothersNadaraya-Watson regression estimatorsVC-graph classes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 739534 (Why is no real title available?)
• A universally acceptable smoothing factor for kernel density estimates
• Convergence of stochastic processes
• Estimating a regression function
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Local linear regression smoothers and their minimax efficiencies
• Model selection in nonparametric regression
• Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
• 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
• Universal consistency of local polynomial kernel regression estimates
• Weak convergence and empirical processes. With applications to statistics

Cited in

(8)

• A universal procedure for aggregating estimators
• A note on penalized minimum distance estimation in nonparametric regression
• Model selection in nonparametric regression
• Clarification: Regression Model Selection—A Residual Likelihood Approach
• A note on minimum distance estimation of copula densities
• On finite-sample properties of adaptive least squares regression estimates
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Aggregating estimates by convex optimization

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