Consistency for the least squares estimator in nonparametric regression

DOI10.1214/aos/1032181165zbMath0867.62027OpenAlexW2044852142MaRDI QIDQ1354453

Sara van de Geer, Marten H. Wegkamp

Publication date: 10 August 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1032181165

zbMATH Keywords

entropyconsistencygeometric propertiesempirical processesleast squares estimatornonparametric regressionGlivenko-Cantelli classesgeneral regression model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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Cites Work

• A new approach to least-squares estimation, with applications
• Some limit theorems for empirical processes (with discussion)
• Asymptotic theory of nonlinear least squares estimation
• Probability Inequalities for Sums of Bounded Random Variables
• Convergence of stochastic processes
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