Asymptotic minimax risk of predictive density estimation for non-parametric regression

DOI10.3150/09-BEJ222zbMath1345.62065arXiv1010.2064MaRDI QIDQ453278

Xinyi Xu, Feng Liang

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.2064

zbMATH Keywords

convergence rateasymptotic minimax riskpredictive densitynon-parametric regressionpinsker's theorem

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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