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

From MaRDI portal
Publication:4836147

DOI10.1137/1138075zbMath0819.62034OpenAlexW2082204445MaRDI QIDQ4836147

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




Related Items (23)

Minimax exact constant in sup-norm for nonparametric regression with random designAsymptotic equivalence of density estimation and Gaussian white noiseA sup-norm oracle inequality for a partially linear regression modelSharp optimality for regression with real-time dataComplexity of approximating Hölder classes from information with varying Gaussian noiseAsymptotically Minimax Nonparametric Regression in L2Minimax linear estimation at a boundary pointAsymptotically efficient estimators for nonparametric heteroscedastic regression modelsAsymptotically exact minimax estimation in sup-norm for anisotropic Hölder classesAsymptotically efficient estimates for nonparametric regression modelsStatistical M-estimation and consistency in large deformable models for image warpingFast learning rates for plug-in classifiersAsymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processesSharp estimation in sup norm with random designAverage case \(L_\infty\)-approximation in the presence of Gaussian noiseAdaptive estimators for nonparametric heteroscedastic regression modelsRemarks on extremal problems in nonparametric curve estimationExact asymptotics for estimating the marginal density of discretely observed diffusion proc\-essesAdaptive Warped Kernel EstimatorsEfficient 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 lossesSup-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