Minimax Rates for Estimating the Variance and its Derivatives in Non–Parametric Regression

DOI10.1111/1467-842X.00249zbMath1073.62038MaRDI QIDQ4665423

Axel Munk, Frits H. Ruymgaart

Publication date: 11 April 2005

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

mean squared errorvariance estimationorthogonal series estimatorBayesian information boundrate optimalityy

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)

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