Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach
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Publication:714947
DOI10.1007/s00440-011-0354-7zbMath1318.62128arXiv1006.0024MaRDI QIDQ714947
Publication date: 12 October 2012
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.0024
optimality criterion; Lepski's method; adaptive bandwidth selector; local Bayesian fitting; multiplicative regression
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
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