On Estimation Accuracy for Nonsmooth Functionals of Regression

DOI10.1137/1135113zbMATH Open0744.62057OpenAlexW2014576308MaRDI QIDQ4712554FDOQ4712554

Authors Alexander Korostelev

Publication date 25 June 1992

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1135113

zbMATH Keywords

nonparametric regressionminimax riskLipschitz conditionaccuracy of estimationestimation of nonsmooth functionalsasymptotically minimax order of accuracyindependent Gaussian (0,1)-random errors

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Nonparametric estimation of the regression function in \(L^ 2\)
• Nonparametric estimation of piecewise smooth regression functions
• Nonparametric least squares estimation of a regression function
• scientific article; zbMATH DE number 3856178
• scientific article; zbMATH DE number 193533

Cited in

(7)

• Analysis of regularized Nyström subsampling for regression functions of low smoothness
• Evaluation of the accuracy of nonparametric estimators
• Exact Asymptotics of Minimax Bahadur Risk in Lipschitz Regression
• On nonparametric tests of positivity/monotonicity/convexity
• Integral functionals of the Priestley-Chao regression function
• On estimation of \(L_r\)-norms in Gaussian white noise models
• A risk bound in Sobolev class regression

This page was built for publication: On Estimation Accuracy for Nonsmooth Functionals of Regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4712554)