Optimal rates of convergence for nonparametric estimators
From MaRDI portal
Publication:1148082
DOI10.1214/aos/1176345206zbMath0451.62033OpenAlexW2058772015MaRDI QIDQ1148082
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345206
Related Items
Comments on: ``A random forest guided tour, Irrational Exuberance: Correcting Bias in Probability Estimates, Directional mixture models and optimal estimation of the mixing density, Adaptive local polynomial estimations for heterogeneously variational regression functions, Optimal characteristic portfolios, Unnamed Item, ESTIMATION IN PARTLY LINEAR ERROR-IN-COVARIABLE MODELS WITH CENSORED DATA, Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion, Minimax Estimation of a Discontinuity for the Density, Nonparametric estimation of density, regression and dependence coefficients, Selection of the splined variables and convergence rates in a partial spline model, Smooth Contextual Bandits: Bridging the Parametric and Nondifferentiable Regret Regimes, Cascade non-linear system identification by a non-parametric method, Monotone spline‐based least squares estimation for panel count data with informative observation times, GEOMETRIC PROXIMITY GRAPHS FOR IMPROVING NEAREST NEIGHBOR METHODS IN INSTANCE-BASED LEARNING AND DATA MINING, Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation, LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE, Optimal rates of convergence for the piecewlse polynomial estimator with the index chosen by the fpe selection rule, High-order data sharpening with dependent errors for regression bias reduction, Hammerstein system identification by non-parametric instrumental variables, Dynamic Penalized Splines for Streaming Data, On the rates of convergence of “minimum l1-norm” estimates in a partly linear model, Training Neural Networks as Learning Data-adaptive Kernels: Provable Representation and Approximation Benefits, Strength in numbers: robust mechanisms for public goods with many agents, Asymptotics of the “minimumL 1-norm” estimates in nonparametric regression models, SEMIPARAMETRIC TIME SERIES REGRESSION, Cluster non‐Gaussian functional data, Functional Data Analysis with Covariate-Dependent Mean and Covariance Structures, On a projection estimator of the regression function derivative, Estimation of projection pursuit regression via alternating linearization, Independent Nonlinear Component Analysis, Minimax rates for conditional density estimation via empirical entropy, Policy Optimization Using Semiparametric Models for Dynamic Pricing, Spatiotemporal local interpolation of global ocean heat transport using argo floats: a debiased latent Gaussian process approach, Level sets semimetrics for probability measures with applications in hypothesis testing, Unnamed Item, On estimation of nonparametric regression models with autoregressive and moving average errors, Asymptotically Minimax Nonparametric Regression in L2, Unnamed Item, Reducing component estimation for varying coefficient models, Nonparametric Estimation of Regression Level Sets, Impact of subsampling and tree depth on random forests, Optimal rates for local bandwidth selection, Latency function estimation under the mixture cure model when the cure status is available, Bayesian elastic net single index quantile regression, Bernstein polynomial model for nonparametric multivariate density, Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model, A simple scheme for semi-recursive identification of Hammerstein system nonlinearity by Haar wavelets, Empirical Likelihood‐Based Inferences for Generalized Partially Linear Models, MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS, Unnamed Item, Additive nonparametric regression on principal components, On pointwise adaptive curve estimation based on inhomogeneous data, Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns, Optimal estimation for large-eddy simulation of turbulence and application to the analysis of subgrid models, Localpiecewise linear regression∗, Semiparametric estimation of censored transformation models, Data-driven local polynomial for the trend and its derivatives in economic time series, Nonparametric Functional Estimation by Asymptotic Regression, GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS, NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS, Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model, Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression, The estimation of parameters from bulked samples, Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data, An overview of model-robust regression, Fully Data-Driven Nonparametric Variance Estimators, A Note on the Convergent Rates of M-Estimates for a Partly Linear Model, On arbitrarily slow rates of global convergence in density estimation, Sequential and recursive estimators of the probability density, Adaptive estimation in the functional nonparametric regression model, Efficient estimation of the reciprocal of the density quantile function at a point, A smooth simultaneous confidence band for correlation curve, Nonparametric state price density estimation using constrained least squares and the bootstrap, On efficient estimation of the ordered response model, Cell-average multiresolution based on local polynomial regression. application to image processing, Intrinsic Hölder classes of density functions on Riemannian manifolds and lower bounds to convergence rates, Nonparametric relative recursive regression, Nonnegative bias reduction methods for density estimation using asymmetric kernels, Kernel estimation of hazard functions when observations have dependent and common covariates, Nonparametric time series regression, Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance, Conditional empirical likelihood estimation and inference for quantile regression models, Local polynomial estimation of nonparametric simultaneous equations models, Supremum norm posterior contraction and credible sets for nonparametric multivariate regression, Measuring the impacts of production risk on technical efficiency: a state-contingent conditional order-\(m\) approach, Two-step estimators in partial linear models with missing response variables and error-prone covariates, Fourier and Hermite series estimates of regression functions, Estimation of integrated squared density derivatives, A quantile-copula approach to conditional density estimation, Asymptotically optimal selection of a piecewise polynomial estimator of a regression function, Estimating the direction in which a data set is most interesting, On the asymptotic mean square error of \(L_ 1\) kernel estimates of smooth functions, Local likelihood density estimation, Minimax kernels for density estimation with biased data, Asymptotics of conditional empirical processes, A cross-validation bandwidth choice for kernel density estimates with selection biased data, Re-evaluating the effectiveness of inflation targeting, Variable selection for single-index varying-coefficient model, Evaluation for moments of a ratio with application to regression estimation, Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random, Donsker-type theorems for nonparametric maximum likelihood estimators, Semi- and nonparametric ARCH processes, A partial overview of the theory of statistics with functional data, Nonparametric estimation of multivariate elliptic densities via finite mixture sieves, Local linear-additive estimation for multiple nonparametric regressions, Component selection in additive quantile regression models, Finite sample behavior of a sieve profile estimator in the single index mode, Dimension reduction in partly linear error-in-response models with validation data, Reducing variance in nonparametric surface estimation, Convolution power kernels for density estimation, Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data, A tree-based regressor that adapts to intrinsic dimension, Estimation of the reciprocal of the density quantile function at a point, Nonparametric density and regression estimation for Markov sequences without mixing assumptions, Estimating the error distribution function in semiparametric additive regression models, Asymptotics for polynomial spline regression under weak conditions., Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design, Nonparametric maximum likelihood estimation of randomly time-transformed curves, Risk prediction for prostate cancer recurrence through regularized estimation with simultaneous adjustment for nonlinear clinical effects, M-estimators for single-index model using B-spline, Estimating multiplicative and additive hazard functions by kernel methods, Asymptotics and the theory of inference, Reducing component estimation for varying coefficient models with longitudinal data, Lower bounds for bandwidth selection in density estimation, Global adaptive smoothing regression, Global nonparametric estimation of conditional quantile functions and their derivatives, \(L_ 1\)-optimal estimates for a regression type function in \(R^ d\), Robust nonparametric regression in time series, Robust estimation and variable selection in censored partially linear additive models, Parzen windows for multi-class classification, Bayesian curve estimation by model averaging, Identification and nonparametric estimation of a transformed additively separable model, Asymptotic analysis of the jittering kernel density estimator, Variable selection for semiparametric varying coefficient partially linear errors-in-variables models, Breaking the curse of dimensionality in nonparametric testing, An improved \(C_p\) criterion for spline smoothing, Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery, Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas, Integral approximation by kernel smoothing, On-line tracking of a smooth regression function, Estimation in partially linear models with missing responses at random, Nonparametric estimation when data on derivatives are available, Statistical estimation in partial linear models with covariate data missing at random, Variable selection for semiparametric varying coefficient partially linear models, Efficient estimation in dynamic conditional quantile models, Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model, Asymptotic normality of M-estimators in a semiparametric model with longitudinal data, Nonparametric and semiparametric compound estimation in multiple covariates, An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate, The Hilbert kernel regression estimate., Bias annihilating bandwidths for kernel density estimation at a point, Error process indexed by bandwidth matrices in multivariate local linear smoothing, SCAD-penalized regression in high-dimensional partially linear models, Feature significance for multivariate kernel density estimation, Functional ANOVA models for generalized regression, Spatial nonparametric regression estimation: Non-isotropic case, Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence, \(L_{1}\)-estimation in a semiparametric model with longitudinal data, Single-index partially functional linear regression model, Consistency and normality of Huber-Dutter estimators for partial linear model, High order Parzen windows and randomized sampling, Strong consistency of nearest neighbor regression function estimators, Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes, Optimal spherical deconvolution, Wavelet threshold estimation of a regression function with random design, A new smoothness quantification in kernel density estimation, Nonparametric curve estimation with time series errors, Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates, A comparison of Kriging with nonparametric regression methods, Functional nonparametric model for time series: a fractal approach for dimension reduction, Application of fast spherical Fourier transform to density estimation, Nonparametric Mean Estimation with Missing Data, Modified SEE variable selection for varying coefficient instrumental variable models, A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors, Root n bandwidths selectors in multivariate kernel density estimation, LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES, A random forest guided tour, UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES, Minimax and adaptive inference in nonparametric function estimation, Polynomial Histograms for Multivariate Density and Mode Estimation, Optimal global rates of convergence of \(M\)-estimates for multivariate nonparametric regression, Dynamically integrated regression model for online auction data, Varying-coefficient partially functional linear quantile regression models, Using pseudometrics in kernel density estimation, Empirical likelihood test for regression coefficients in high dimensional partially linear models, Change-point estimation using shape-restricted regression splines, On the asymptotic properties of a flexible hazard estimator, Componentwise B-spline estimation for varying coefficient models with longitudinal data, Statistical inference in functional semiparametric spatial autoregressive model, Nonlinear multi-output regression on unknown input manifold, Convergence rates for constrained regression splines, Environmental factors in frontier estimation -- a Monte Carlo analysis, PCA-kernel estimation, Marginal integration \(M\)-estimators for additive models, Two-stage estimation for seemingly unrelated nonparametric regression models, Estimation of a semiparametric transformation model, Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model, Adaptive estimation of the conditional intensity of marker-dependent counting processes, Approximation of functions over manifolds: a moving least-squares approach, Robust estimation for partial functional linear regression model based on modal regression, Classification via local multi-resolution projections, Spatial adaptation in heteroscedastic regression: propagation approach, Lower bound in regression for functional data by representation of small ball probabilities, Threshold regression with endogeneity, Parameter estimation of ODE's via nonparametric estimators, Model selection by resampling penalization, Efficient estimation of seemingly unrelated additive nonparametric regression models, Mean response estimation with missing response in the presence of high-dimensional covariates, Nonparametric depth and quantile regression for functional data, Nonlinear wavelet estimation of regression function with random design, Generalized wavelets design using kernel methods. Application to signal processing, Testing for additivity in partially linear regression with possibly missing responses, Varying coefficient transformation cure models for failure time data, Another bias correction for asymmetric kernel density estimation with a parametric start, Integration and backfitting methods in additive models -- finite sample properties and comparison, Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff, Bandwidth selection: Classical or plug-in?, Model robust regression: combining parametric, nonparametric, and semiparametric methods, New adaptive strategies for nonparametric estimation in linear mixed models, A framework for estimation and inference in generalized additive models with shape and order restrictions, Estimation of Conditional Prevalence From Group Testing Data With Missing Covariates, Variance estimation in nonparametric regression via the difference sequence method, Consistency of cross validation for comparing regression procedures, Optimal convergence rates of high order Parzen windows with unbounded sampling, Challenging the curse of dimensionality in multivariate local linear regression, Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors, Local linear smoothers using inverse Gaussian regression, Spatial kernel regression estimation: weak consistency, On estimating a density using Hellinger distance and some other strange facts, Residual variance estimation using a nearest neighbor statistic, Strong universal consistency of smooth kernel regression estimates, Nonparametric Recursive Variance Estimation, Properties of principal component methods for functional and longitudinal data analysis, On-line wavelet estimation of Hammerstein system nonlinearity, Multivariate density estimation using dimension reducing information and tail flattening trans\-formations, A weighted sieve estimator for nonparametric time series models with nonstationary variables, A robust adaptive-to-model enhancement test for parametric single-index models, Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs, Consistent estimation with many moment inequalities, Unnamed Item, Safe adaptive importance sampling: a mixture approach, A semiparametric model for heterogeneous panel data with fixed effects, Convergence rates for uniform confidence intervals based on local polynomial regression estimators, Log-density estimation in linear inverse problems, Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences., Convergence rates for kernel regression in infinite-dimensional spaces, Self-consistent estimation of mean response functions and their derivatives, Minimum distance regression-type estimates with rates under weak dependence, The pointwise rate of convergence of the kernel regression estimate, Convergence properties of an empirical error criterion for multivariate density estimation, Boundary estimation with the fuzzy set density estimator, Single-index modelling of conditional probabilities in two-way contingency tables, Testing for risk aversion in first-price sealed-bid auctions, Nonparametric relative regression under random censorship model, On Convergence Rates of Mixtures of Polynomial Experts, Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach, The correction term in a small-ball probability factorization for random curves, Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization?, Functional estimation of anisotropic covariance and autocovariance operators on the sphere, Nonparametric regression penalizing deviations from additivity, Optimal convergence rates in non-parametric regression with fractional time series errors, Tensor product space ANOVA models., Least squares estimators of the mode of a unimodal regression function, Sharp adaptive estimation of linear functionals., Boundary bias correction in nonparametric density estimation, Bounds on the conditional and average treatment effect with unobserved confounding factors, A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids, The effect of splitting on random forests, Lower bounds for the asymptotic minimax risk with spherical data