A risk bound in Sobolev class regression

DOI10.1214/AOS/1176347624MaRDI QIDQ750047zbMATH OpenOpenAlexFDO

Authors Michael Nussbaum, Yu. 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

experimental designnonparametric regressionoptimalityintegrated mean square errorlocation modellinear estimatesadaptive smoothingadaptive 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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Cited in

(15)

• Dynamic Penalized Splines for Streaming Data
• Asymptotic equivalence of nonparametric autoregression and nonparametric regression
• On nonparametric regression for iid observations in a general setting
• Asymptotically Minimax Nonparametric Regression in L₂
• Asymptotic minimax risk of predictive density estimation for non-parametric regression
• A lower bound on the error in nonparametric regression type problems
• The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
• Efficient shrinkage in parametric models
• An improved global risk bound in concave regression
• Lower bound in regression for functional data by representation of small ball probabilities
• The bound of structural risk about regression estimation model additive noise on quasi-probabil\-ity space
• Lower bounds for the asymptotic minimax risk with spherical data
• Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
• Optimal estimation in additive regression models
• Spline smoothing in regression models and asymptotic efficiency in \(L_ 2\)

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