A risk bound in Sobolev class regression
DOI10.1214/AOS/1176347624zbMATH Open0713.62047OpenAlexW2047596521MaRDI QIDQ750047FDOQ750047
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
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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
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)
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- 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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