Optimal estimation of a general regression function

DOI10.1214/aos/1176345867zbMath0488.62045OpenAlexW2105803486MaRDI QIDQ1166215

P. W. Millar

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345867

zbMATH Keywords

consistencyasymptotic normalityHilbert spaceminimum distance estimationlocation modelexponential familyabstract Wiener spacerobust regressionempirical distributionKiefer processlocal asymptotic minimaxinfinite dimensional normal families

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

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