Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model

DOI10.1016/J.JMVA.2015.05.010MaRDI QIDQ495369zbMATH OpenOpenAlexFDO

Authors Yong-Cai Geng, Sumit K. Garg

Publication date 10 September 2015

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2015.05.010

zbMATH Keywords

lower boundminimax rate of convergenceFano's lemmafunctional componentmultivariate semiparametric partial linear modelVarshamov-Gilbert bound

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

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Cites work

• scientific article; zbMATH DE number 3605766 (Why is no real title available?)
• A Lower Bound on the Risks of Non-Parametric Estimates of Densities in the Uniform Metric
• A difference based approach to the semiparametric partial linear model
• A semiparametric multivariate partially linear model: a difference approach
• Introduction to nonparametric estimation
• On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate is High Dimensional
• Variance function estimation in multivariate nonparametric regression with fixed design

Cited in

(3)

• Optimal difference-based estimation for partially linear models
• A semiparametric multivariate partially linear model: a difference approach
• Robust functional estimation in the multivariate partial linear model

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