Sequential analysis of nonparametric heteroscedastic regression with missing responses

MaRDI QIDQ3165895zbMATH OpenFDO

Authors Sam Efromovich

Publication date 19 October 2012

zbMATH Keywords

adaptationAnscombe's conjecturenuisance functionsoraclerandom designsharp minimax

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Sequential statistical design (62L05) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Recommendations

• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
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• Optimal Sequential Design in a Controlled Non‐parametric Regression
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• Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich

Cited in

(4)

• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
• Optimal Sequential Design in a Controlled Non‐parametric Regression
• HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA
• Nonparametric regression with responses missing at random

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