Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models

Details Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models

2010-02-08

arxiv.org/abs/1002.1538v1

Journal of Nonparametric Statistics 21, 1 (2009) 1-16

Mathematics

Statistics Theory

Scientific paper

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

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