An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant
From MaRDI portal
Publication:4836147
DOI10.1137/1138075zbMath0819.62034OpenAlexW2082204445MaRDI QIDQ4836147
Publication date: 20 June 1995
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1138075
Gaussian noiseuniform normminimax risknonparametric regression estimationexact asymptotic behaviorequidistant observation designLipschitz or Hölder condition
Related Items (23)
Minimax exact constant in sup-norm for nonparametric regression with random design ⋮ Asymptotic equivalence of density estimation and Gaussian white noise ⋮ A sup-norm oracle inequality for a partially linear regression model ⋮ Sharp optimality for regression with real-time data ⋮ Complexity of approximating Hölder classes from information with varying Gaussian noise ⋮ Asymptotically Minimax Nonparametric Regression in L2 ⋮ Minimax linear estimation at a boundary point ⋮ Asymptotically efficient estimators for nonparametric heteroscedastic regression models ⋮ Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes ⋮ Asymptotically efficient estimates for nonparametric regression models ⋮ Statistical M-estimation and consistency in large deformable models for image warping ⋮ Fast learning rates for plug-in classifiers ⋮ Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes ⋮ Sharp estimation in sup norm with random design ⋮ Average case \(L_\infty\)-approximation in the presence of Gaussian noise ⋮ Adaptive estimators for nonparametric heteroscedastic regression models ⋮ Remarks on extremal problems in nonparametric curve estimation ⋮ Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses ⋮ Adaptive Warped Kernel Estimators ⋮ Efficient estimation of a density in a problem of tomography. ⋮ Sharp adaptive estimation of linear functionals. ⋮ Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses ⋮ Sup-norm adaptive drift estimation for multivariate nonreversible diffusions
This page was built for publication: An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant