Universal pointwise selection rule in multivariate function estimation

DOI10.3150/08-BEJ144zbMath1168.62323arXiv0811.2649MaRDI QIDQ1002540

Alexander Goldenshluger, O. V. Lepskij

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.2649

zbMATH Keywords

adaptive estimationoptimal rates of convergenceminimax riskBesov classespointwise estimationanisotropic Hoelder classes

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05)

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