|
Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 4, Pages 875–882
(Mi tvp4026)
|
|
|
|
This article is cited in 35 scientific papers (total in 35 papers)
Short Communications
An asymptotically minimax regression estimator in the uniform norm up to exact constant
A. P. Korostelev Institute for System Research, Russian Academy of Sciences
Abstract:
We study the asymptotic behavior of the minimax risk in nonparametric regression estimation in the uniform norm in classes of functions, satisfying the Lipschitz or Holder condition. For an arbitrary loss function, the exact asymptotic behavior of the risk under equidistant observation design and Gaussian noise is found.
Keywords:
nonparametric regression, minimax risk, exact asymptotic behavior, uniform norm.
Received: 30.01.1990
Citation:
A. P. Korostelev, “An asymptotically minimax regression estimator in the uniform norm up to exact constant”, Teor. Veroyatnost. i Primenen., 38:4 (1993), 875–882; Theory Probab. Appl., 38:4 (1993), 737–743
Linking options:
https://www.mathnet.ru/eng/tvp4026 https://www.mathnet.ru/eng/tvp/v38/i4/p875
|
Statistics & downloads: |
Abstract page: | 195 | Full-text PDF : | 65 | First page: | 7 |
|