Asymptotic Optimality of the C_p-Test for the Orthogonal Series Estimation of Regression

DOI10.1137/1135037MaRDI QIDQ5753385zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

nonparametric regressionasymptotic optimalitymean integrated squared errorprojection estimatorMISEtrigonometric basis functionsASEorthogonal series estimatorsISECp-criterionMASE

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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