Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models

DOI10.1080/10485250802504096zbMath1154.62329arXiv1002.1538OpenAlexW2063161548MaRDI QIDQ3603643

Leonid I. Galtchouk, Serguei Pergamenchtchikov

Publication date: 18 February 2009

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

Full work available at URL: https://arxiv.org/abs/1002.1538

zbMATH Keywords

adaptive estimationoracle inequalitynon-parametric estimationheteroscedastic regressionnon-asymptotic estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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Cites Work

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• ANCOVA Methods for Heteroscedastic Nonparametric Regression Models

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