Optimal estimation of variance in nonparametric regression with random design

DOI10.1214/20-AOS1944zbMath1460.62053arXiv1902.10822MaRDI QIDQ1996785

Yandi Shen, Chao Gao, Fang Han, Daniela M. Witten

Publication date: 26 February 2021

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

Full work available at URL: https://arxiv.org/abs/1902.10822

zbMATH Keywords

U-statisticsnonparametric regressionrandom designvariance estimationminimax rate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20) Response surface designs (62K20)

Related Items (3)

Unnamed Item ⋮ Approximate tolerance intervals for nonparametric regression models ⋮ Inference for Local Parameters in Convexity Constrained Models

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