Estimation of the density of regression errors by pointwise model selection

DOI10.3103/S1066530709040036zbMath1282.62095OpenAlexW2038298159MaRDI QIDQ2439208

Sandra Plancade

Publication date: 10 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530709040036

zbMATH Keywords

adaptivitydensity estimationpointwise model selectionregression error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07)

Related Items (3)

Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models ⋮ Unnamed Item ⋮ Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density

Cites Work

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• Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
• Model selection for regression on a random design
• Exact adaptive pointwise estimation on Sobolev classes of densities
• New concentration inequalities in product spaces

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