Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency

Details Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency

2008-04-10

arxiv.org/abs/0804.1584v1

Mathematics

Statistics Theory

Scientific paper

The paper deals with asymptotic properties of the adaptive procedure proposed
in the author paper (2007) for estimation of unknown nonparametric regression.
We prove that this procedure is asymptotically efficient for a quadratic risk.
It means that the asymptotic quadratic risk for this procedure coincides with a
sharp lower bound.

Affiliated with

Also associated with

No associations

Rating

Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-355251