Adaptive estimators for nonparametric heteroscedastic regression models

DOI10.1080/10485250902993645zbMath1175.62037OpenAlexW2067415334MaRDI QIDQ3648631

J.-Y. Brua

Publication date: 27 November 2009

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

Full work available at URL: https://doi.org/10.1080/10485250902993645

zbMATH Keywords

minimaxadaptive estimationkernel estimatornonparametric regressionheteroscedastic regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

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