Asymptotically efficient estimators for nonparametric heteroscedastic regression models

DOI10.1016/j.stamet.2008.02.009zbMath1220.62039arXiv0711.4725OpenAlexW2036041781MaRDI QIDQ537348

J.-Y. Brua

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.4725

zbMATH Keywords

minimaxasymptotic efficiencykernel estimatornonparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites Work

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• Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
• An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant
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