Asymptotically Minimax Nonparametric Regression in L2

DOI10.1080/02331889708802553zbMath0880.62040OpenAlexW2005967936MaRDI QIDQ4331854

Eduard Belitser, B. Ya. Levit

Publication date: 12 February 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802553

zbMATH Keywords

ellipsoidasymptotic minimax riskBayes riskasymptotically minimax estimatorsecond-order rate minimax estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

Minimax recovery of blurred signal from discrete noisy data ⋮ From minimax shrinkage estimation to minimax shrinkage prediction ⋮ Asymptotic minimax risk of predictive density estimation for non-parametric regression ⋮ CONSISTENCY IN NONPARAMETRIC MINIMAX REGRESSION ESTIMATION ⋮ Optimal prediction for linear regression with infinitely many parameters.

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