Adaptive function estimation in nonparametric regression with one-sided errors

DOI10.1214/14-AOS1248zbMath1305.62172arXiv1305.6430OpenAlexW3100460028MaRDI QIDQ480980

Alexander Meister, Moritz Jirak, Markus Reiss

Publication date: 12 December 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.6430

zbMATH Keywords

bandwidth selectionminimax optimalityLepski's methodfrontier estimationadaptive convergence ratesnegative Hill estimatornonregular regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32)

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