Global risk bounds and adaptation in univariate convex regression

From MaRDI portal
Publication:748448


DOI10.1007/s00440-014-0595-3zbMath1327.62255arXiv1305.1648MaRDI QIDQ748448

Adityanand Guntuboyina, Bodhisattva Sen

Publication date: 29 October 2015

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.1648


62G08: Nonparametric regression and quantile regression

62C20: Minimax procedures in statistical decision theory


Related Items

Unnamed Item, Unnamed Item, A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion, On convex least squares estimation when the truth is linear, Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models, Testing nonparametric shape restrictions, Inference for Local Parameters in Convexity Constrained Models, Minimax analysis for inverse risk in nonparametric planer invertible regression, Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities, Approximation and estimation of \(s\)-concave densities via Rényi divergences, An improved global risk bound in concave regression, Rho-estimators for shape restricted density estimation, Adaptive estimation of planar convex sets, Adaptive risk bounds in unimodal regression, Shape constraints in economics and operations research, Nonparametric shape-restricted regression, Bayesian fractional posteriors, Sharp oracle inequalities for least squares estimators in shape restricted regression, A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate, Local continuity of log-concave projection, with applications to estimation under model misspecification, Limit distribution theory for block estimators in multiple isotonic regression, Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method, Confidence intervals for multiple isotonic regression and other monotone models, Stratified incomplete local simplex tests for curvature of nonparametric multiple regression, On least squares estimation under heteroscedastic and heavy-tailed errors, Bracketing numbers of convex and \(m\)-monotone functions on polytopes, The limiting behavior of isotonic and convex regression estimators when the model is misspecified, Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation, Adaptive confidence sets in shape restricted regression, Discrete minimax estimation with trees, Isotonic regression in general dimensions, On risk bounds in isotonic and other shape restricted regression problems


Uses Software


Cites Work