Adaptive estimation of error density in nonparametric regression with small sample size

DOI10.1016/j.jspi.2006.01.005zbMath1103.62033OpenAlexW2077159285MaRDI QIDQ861202

Sam Efromovich

Publication date: 9 January 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.01.005

zbMATH Keywords

softwareoptimalityMISEPinsker oracle

Mathematics Subject Classification ID

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

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Wavelet-based estimation of regression function for dependent biased data under a given random design ⋮ Estimating the Conditional Error Distribution in Non-parametric Regression ⋮ Nonparametric Wavelet Regression Based on Biased Data ⋮ Asymptotic normality of Powell's kernel estimator ⋮ Optimal nonparametric estimation of the density of regression errors with finite support ⋮ Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions ⋮ Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén ⋮ On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing

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