Optimal convergence rate of the universal estimation error

DOI10.1186/s40687-016-0093-6zbMath1361.62024OpenAlexW2581200989WikidataQ59526724 ScholiaQ59526724MaRDI QIDQ516004

Yao Wang, E. Weinan

Publication date: 20 March 2017

Published in: Research in the Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s40687-016-0093-6

zbMATH Keywords

optimal convergenceminimax optimal rateuniversal estimation error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15)

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