Model selection in nonparametric regression

DOI10.1214/aos/1046294464zbMath1019.62037OpenAlexW1963922536MaRDI QIDQ1394765

Marten H. Wegkamp

Publication date: 24 June 2003

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

Full work available at URL: https://doi.org/10.1214/aos/1046294464

zbMATH Keywords

classificationmodel selectionadaptive estimationleast squares estimationpenalized least squaresdata splittingVC-major classes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

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