A risk bound in Sobolev class regression

DOI10.1214/aos/1176347624zbMath0713.62047OpenAlexW2047596521MaRDI QIDQ750047

Michael Nussbaum, Yuri K. Golubev

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aos/1176347624

zbMATH Keywords

optimalitylocation modelintegrated mean square errornonparametric regressionadaptive smoothingexperimental designlinear estimatesadaptive bandwidth choiceasymptotic minimaxbounded fourth momentindependent error variablesL2-risklocalized boundslower asymptotic risk boundminimax IMSEnonnormal caserobust smoothingshrinking Hellinger neighborhoodssmoothness ellipsoidSobolev-space

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)

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