A new approach to least-squares estimation, with applications

DOI10.1214/AOS/1176350362zbMATH Open0625.62046OpenAlexW2115986460MaRDI QIDQ579801FDOQ579801

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350362

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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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