Adaptive function estimation in nonparametric regression with one-sided errors
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Publication:480980
DOI10.1214/14-AOS1248zbMath1305.62172arXiv1305.6430OpenAlexW3100460028MaRDI QIDQ480980
Alexander Meister, Moritz Jirak, Markus Reiss
Publication date: 12 December 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.6430
bandwidth selectionminimax optimalityLepski's methodfrontier estimationadaptive convergence ratesnegative Hill estimatornonregular regression
Nonparametric regression and quantile regression (62G08) Statistics of extreme values; tail inference (62G32)
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