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Minimax Rates for Estimating the Variance and its Derivatives in Non–Parametric Regression - MaRDI portal

Minimax Rates for Estimating the Variance and its Derivatives in Non–Parametric Regression (Q4665423)

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scientific article; zbMATH DE number 2154870
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English
Minimax Rates for Estimating the Variance and its Derivatives in Non–Parametric Regression
scientific article; zbMATH DE number 2154870

    Statements

    Minimax Rates for Estimating the Variance and its Derivatives in Non–Parametric Regression (English)
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    11 April 2005
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    Bayesian information bound
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    mean squared error
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    orthogonal series estimator
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    variance estimation
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    rate optimalityy
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