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

DOI10.1137/1138075MaRDI QIDQ4836147zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(27)

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

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