Strong universal consistent estimate of the minimum mean squared error

DOI10.1007/978-3-642-41136-6_14zbMATH Open1325.62086OpenAlexW139659980MaRDI QIDQ5264098FDOQ5264098

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

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

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Mathematics Subject Classification ID

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

Cited In (3)

• A nearest neighbor estimate of the residual variance
• Minimum mean squared error estimation
• Total effects with constrained features

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