Asymptotic Optimality of the C_p-Test for the Orthogonal Series Estimation of Regression
DOI10.1137/1135037zbMATH Open0721.62042OpenAlexW2013122042MaRDI QIDQ5753385FDOQ5753385
Authors: Alexandre B. Tsybakov, Boris T. Polyak 
Publication date: 1990
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1135037
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nonparametric regressionasymptotic optimalitymean integrated squared errorprojection estimatorMISEtrigonometric basis functionsASEorthogonal series estimatorsISECp-criterionMASE
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)
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