Sequential Design and Estimation in Heteroscedastic Nonparametric Regression

DOI10.1080/07474940601109670zbMath1112.62080OpenAlexW1965644511MaRDI QIDQ3430292

Sam Efromovich

Publication date: 21 March 2007

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940601109670

zbMATH Keywords

Two-stage samplingCoefficient of difficultyOracleAssigned MISEControlled experimentMinimal mean stopping timeSharp minimax

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Optimal statistical designs (62K05) Sequential statistical design (62L05) Sequential estimation (62L12)

Related Items

Sequential nonparametric estimation of controlled multivariate regression, A truncated estimation method with guaranteed accuracy, Spatial adaptation in heteroscedastic regression: propagation approach, Nonparametric regression estimation with assigned risk, Conditional density estimation in a regression setting, Plug-In Two-Stage and Sequential Normal Density Estimation Under MISE Loss: Both Mean and Variance are Unknown, Asymptotically efficient estimators for nonparametric heteroscedastic regression models, Optimal Sequential Design in a Controlled Non‐parametric Regression, Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression, Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance, Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations

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