Rate-optimal nonparametric estimation for random coefficient regression models

DOI10.3150/20-BEJ1207zbMath1465.62070arXiv1902.05261OpenAlexW3081395523MaRDI QIDQ2203623

Alexander Meister, Hajo Holzmann

Publication date: 7 October 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.05261

zbMATH Keywords

adaptive estimationminimax risknonparametric estimationill-posed inverse problem

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

Related Items

Tests for qualitative features in the random coefficients model ⋮ Adaptive estimation in the linear random coefficients model when regressors have limited variation

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