A new approach to least-squares estimation, with applications

empirical process uniform convergence isotonic regression least-squares estimation penalized least squares empirical measure entropy conditions nonparametric regression estimators strong \(L^ 2\)-consistency

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Nonparametric estimation (62G05) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

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Cited in

(36)

Nonparametric least squares estimation of a regression function
scientific article; zbMATH DE number 3980268 (Why is no real title available?)
Scale space consistency of piecewise constant least squares estimators – another look at the regressogram
On least squares estimation under heteroscedastic and heavy-tailed errors
Approximation of least squares regression on nested subspaces
An introduction to the Gaussian least squares approximation and its application in signal processing and system modeling
A test for multivariate normality based on sample entropy and projection pursuit
Local Rademacher complexity-based learning guarantees for multi-task learning
Empirical minimization
Convergence rates of least squares regression estimators with heavy-tailed errors
Asymptotic results for parametric estimation in inadequate two phases regression models
Least squares consistent estimates for arbitrary regression functions over an abstract space
Deep nonparametric regression on approximate manifolds: nonasymptotic error bounds with polynomial prefactors
The asymptotic tail behaviours of projection pursuit - type Kolmogorov statistics
Local Rademacher complexities
A new perspective on least squares under convex constraint
A theorem of equivalence on the methods of least-squares estimation
Estimating a regression function
Minimax estimation of smooth optimal transport maps
Consistency for the least squares estimator in nonparametric regression
Least squares estimation with complexity penalties
Set structured global empirical risk minimizers are rate optimal in general dimensions
A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time
Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates
Nonlinear least-squares estimation
Nonparametric regression estimation using penalized least squares
On the \(L^{\infty}\) consistency of \(L^ 2\) estimators
Nonparametric regression with additional measurement errors in the dependent variable
M-type estimators of regression function with applications
The limiting behavior of isotonic and convex regression estimators when the model is misspecified
On finite-sample properties of adaptive least squares regression estimates
scientific article; zbMATH DE number 853745 (Why is no real title available?)
Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem
On the optimality of sample-based estimates of the expectation of the empirical minimizer
Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case
Theory of Classification: a Survey of Some Recent Advances

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