Adaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities

Details Adaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities Adaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities

2008-04-10

arxiv.org/abs/0804.1716v1

Mathematics

Statistics Theory

Scientific paper

An adaptive nonparametric estimation procedure is constructed for the
estimation problem of heteroscedastic regression when the noise variance
depends on the unknown regression. A non-asymptotic upper bound for a quadratic
risk (an oracle inequality) is constructed.

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