On Estimation Accuracy for Nonsmooth Functionals of Regression

DOI10.1137/1135113zbMath0744.62057OpenAlexW2014576308MaRDI QIDQ4712554

Alexander Korostelev

Publication date: 25 June 1992

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135113

zbMATH Keywords

nonparametric regressionLipschitz conditionminimax riskaccuracy of estimationestimation of nonsmooth functionalsasymptotically minimax order of accuracyindependent Gaussian (0,1)-random errors

Mathematics Subject Classification ID

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

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