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Problemy Peredachi Informatsii, 1996, Volume 32, Issue 3, Pages 51–59
(Mi ppi345)
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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
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
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https://www.mathnet.ru/eng/ppi345 https://www.mathnet.ru/eng/ppi/v32/i3/p51
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Abstract page: | 203 | Full-text PDF : | 82 |
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