Estimation and selection procedures in regression: anL1approach

DOI10.2307/3316011zbMATH Open0994.62030OpenAlexW2070289385MaRDI QIDQ4546737FDOQ4546737

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

Recommendations

• Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator
• Nonparametric estimation of a regression function
• Estimating a regression function
• Asymptotics of the “minimumL 1-norm” estimates in nonparametric regression models
• Regression function estimation as a partly inverse problem

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)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Local linear regression smoothers and their minimax efficiencies
• Convergence of stochastic processes
• Model selection in nonparametric regression
• Title not available (Why is that?)
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• Estimating a regression function
• A universally acceptable smoothing factor for kernel density estimates
• Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
• Universal consistency of local polynomial kernel regression estimates
• Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression

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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