Sharp optimality for regression with real-time data

DOI10.1016/j.jkss.2015.04.004zbMath1327.62310OpenAlexW273064368MaRDI QIDQ892892

Tae Yoon Kim, Zhi-Ming Luo, Inho Park, Jeongcheol Ha

Publication date: 12 November 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2015.04.004

zbMATH Keywords

minimaxoptimal rate of convergencereal-time dataexact constant of convergence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimal rates of convergence for nonparametric statistical inverse problems
• Optimal filtering of square-integrable signals in Gaussian noise
• On the solution of an optimal recovery problem and its applications in nonparametric regression
• Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
• Optimal global rates of convergence for nonparametric regression
• Minimax exact constant in sup-norm for nonparametric regression with random design
• The asymptotic minimax constant for sup-norm loss in nonparametric density estimation
• Central limit theorems for nonparametric estimators with real-time random variables
• An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant
• Introduction to nonparametric estimation

This page was built for publication: Sharp optimality for regression with real-time data