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Problemy Peredachi Informatsii, 1996, Volume 32, Issue 3, Pages 51–59 (Mi ppi345)  

Methods of Signal Processing

Confidence Intervals in Adaptive Nonparametric Estimation of Regression

P. B. Bobrov, E. I. Ostrovskii
Abstract: Confidence intervals for the asymptotically optimal adaptive nonparametric estimates of regression are constructed under the assumption that the errors of measurements satisfy the existence condition of the higher-order moments or the condition

$$ \mathbf P(|\xi_i|>u)\leq C_2\exp(-C_3 u^q),\quad u>0,\quad q>0. $$
Received: 11.10.1994
Revised: 29.04.1996
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.28
Language: Russian
Citation: P. B. Bobrov, E. I. Ostrovskii, “Confidence Intervals in Adaptive Nonparametric Estimation of Regression”, Probl. Peredachi Inf., 32:3 (1996), 51–59; Problems Inform. Transmission, 32:3 (1996), 262–269
Citation in format AMSBIB
\Bibitem{BobOst96}
\by P.~B.~Bobrov, E.~I.~Ostrovskii
\paper Confidence Intervals in Adaptive Nonparametric Estimation of Regression
\jour Probl. Peredachi Inf.
\yr 1996
\vol 32
\issue 3
\pages 51--59
\mathnet{http://mi.mathnet.ru/ppi345}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1441514}
\zmath{https://zbmath.org/?q=an:1037.62500}
\transl
\jour Problems Inform. Transmission
\yr 1996
\vol 32
\issue 3
\pages 262--269
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    Проблемы передачи информации Problems of Information Transmission
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