An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant

DOI10.1137/1138075zbMATH Open0819.62034OpenAlexW2082204445MaRDI QIDQ4836147FDOQ4836147

Authors: Alexander Korostelev 

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

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zbMATH Keywords

minimax riskGaussian noisenonparametric regression estimationuniform normexact asymptotic behaviorequidistant observation designLipschitz or Hölder condition

Mathematics Subject Classification ID

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

Cited In (27)

• Asymptotically efficient estimators for nonparametric heteroscedastic regression models
• A sup-norm oracle inequality for a partially linear regression model
• Adaptive estimators for nonparametric heteroscedastic regression models
• Asymptotic equivalence of density estimation and Gaussian white noise
• Sharp estimation in sup norm with random design
• Average case \(L_\infty\)-approximation in the presence of Gaussian noise
• Asymptotically Minimax Nonparametric Regression in L₂
• Asymptotic minimax risk of predictive density estimation for non-parametric regression
• CONSISTENCY IN NONPARAMETRIC MINIMAX REGRESSION ESTIMATION
• Fast learning rates for plug-in classifiers
• Adaptive warped kernel estimators
• Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes
• Asymptotically efficient estimates for nonparametric regression models
• Sharp optimality for regression with real-time data
• Statistical M-estimation and consistency in large deformable models for image warping
• Locally minimax efficiency of nonparametric density estimators for \(\chi^2\)-type losses
• Complexity of approximating Hölder classes from information with varying Gaussian noise
• Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes
• Minimax exact constant in sup-norm for nonparametric regression with random design
• Remarks on extremal problems in nonparametric curve estimation
• Minimax pointwise estimation of an anisotropic regression function with unknown density of the design
• Exact Asymptotics of Minimax Bahadur Risk in Lipschitz Regression
• Sup-norm adaptive drift estimation for multivariate nonreversible diffusions
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
• Minimax linear estimation at a boundary point
• Sharp adaptive estimation of linear functionals.
• Efficient estimation of a density in a problem of tomography.

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