Strong universal consistent estimate of the minimum mean squared error

DOI10.1007/978-3-642-41136-6_14MaRDI QIDQ5264098zbMATH OpenOpenAlexFDO

Authors Paola Gloria Ferrario, László Györfi, Harro Walk, Luc Devroye

Publication date 20 July 2015

Published in Empirical Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-41136-6_14

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

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• A nearest neighbor estimate of the residual variance
• Minimum mean squared error estimation
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