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

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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)

Cited In (7)

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

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