Spatial adaptation in heteroscedastic regression: propagation approach

DOI10.1214/12-EJS693zbMath1281.62090arXiv0912.4489MaRDI QIDQ1950843

Nora Serdyukova

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.4489

zbMATH Keywords

propagationadaptive estimationnonparametric regressionminimax rate of convergenceoracle inequalitiesmodel misspecificationLepski's methodheteroscedastic data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

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Adaptive estimation in the single-index model via oracle approach ⋮ Improved local quantile regression ⋮ Comment on: ``Local quantile regression

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