Trade-offs between global and local risks in nonparametric function estimation

DOI10.3150/07-BEJ5001MaRDI QIDQ880469zbMATHOpenAlexFDO

Authors Mark G. Low, Linda H. Zhao, T. Tony Cai

Publication date 15 May 2007

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/07-bej5001

zbMATH Keywords

waveletsnonparametric regressionwhite noisenonparametric function estimationBesov classsuperefficiencyconstrained risk inequalityloss adaptationnormal location-scale model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: estimation (62M09)

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