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An oracle property of the Nadaraya–Watson kernel estimator for high‐dimensional nonparametric regression - MaRDI portal

An oracle property of the Nadaraya–Watson kernel estimator for high‐dimensional nonparametric regression (Q5242891)

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scientific article; zbMATH DE number 7128035
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An oracle property of the Nadaraya–Watson kernel estimator for high‐dimensional nonparametric regression
scientific article; zbMATH DE number 7128035

    Statements

    An oracle property of the Nadaraya–Watson kernel estimator for high‐dimensional nonparametric regression (English)
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    7 November 2019
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    bandwidth matrix
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    curse of dimensionality
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    low-rank model
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    multi-index model
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    rate of convergence
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