Adaptive prediction and estimation in linear regression with infinitely many parameters.

DOI10.1214/aos/1015345956zbMath1043.62076OpenAlexW1596564667MaRDI QIDQ1848918

Alexandre B. Tsybakov, Alexander Goldenshluger

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1015345956

zbMATH Keywords

exact asymptotics of minimax risk

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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