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

DOI10.3150/07-BEJ5001zbMath1111.62029OpenAlexW2040968009MaRDI QIDQ880469

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

waveletsBesov classwhite noisenonparametric regressionsuperefficiencynonparametric function estimationconstrained risk inequalityloss adaptationnormal location-scale model

Mathematics Subject Classification ID

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

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