Adaptive Optimal Nonparametric Regression and Density Estimation Based on Fourier-Legendre Expansion

MaRDI QIDQ6205838zbMATH OpenFDO

Authors Eugeny Ostrovsky, Y. Zelikov

Publication date 6 June 2007

Mathematics Subject Classification ID

Density estimation (62G07) Approximation by polynomials (41A10)

Abstract: Motivated by finance and technical applications, the objective of this paper is to consider adaptive estimation of regression and density distribution based on Fourier-Legendre expansion, and construction of confidence intervals - also adaptive. The estimators are asymptotically optimal and adaptive in the sense that they can adapt to unknown smoothness.

This page was built for publication: Adaptive Optimal Nonparametric Regression and Density Estimation Based on Fourier-Legendre Expansion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6205838)