✦ LIBER ✦

Remarks on extremal problems in nonparametric curve estimation

✍ Scribed by Sergei L. Leonov

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 124 KB
Volume: 43
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00256-9

No coin nor oath required. For personal study only.

✦ Synopsis

We discuss optimization problems which arise in various nonparametric statistical settings with H older function classes. We establish a new property of the solution of an optimal recovery problem which leads to exact constants in the formulas for asymptotic minimax risks.

📜 SIMILAR VOLUMES

On some problems of nonparametric estima

On some problems of nonparametric estimation

✍ I. A. Ibragimov 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 525 KB

Random approximations to some measures o

Random approximations to some measures of accuracy in nonparametric curve estimation

✍ James Stephen Marron; Wolfgang Härdle 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 962 KB

Nonparametric Estimation of the Dependen

Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions

✍ Javier Rojo Jiménez; Enrique Villa-Diharce; Miguel Flores 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 288 KB

The paper considers the problem of estimating the dependence function of a bivariate extreme survival function with standard exponential marginals. Nonparametric estimators for the dependence function are proposed and their strong uniform convergence under suitable conditions is demonstrated. Compar

A Comparison of Nonparametric Error Rate

A Comparison of Nonparametric Error Rate Estimation Methods in Classification Problems

✍ Sonja Wehberg; Martin Schumacher 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 220 KB 👁 2 views

Asymptotic Behaviors of Some Measures of

Asymptotic Behaviors of Some Measures of Accuracy in Nonparametric Curve Estimation with Dependent Observations

✍ T.Y. Kim; D.D. Cox 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 681 KB

Under the i.i.d. condition, Marron and Härdle (1986, J. Multivariate Anal. 20 91-113) showed that quadratic measures of errors for nonparametric kernel estimates are asymptotically equivalent, and Hall (1984, J. Multivariate Anal. 14 (-16) investigated their convergence rates. In this article, we ex

On nonparametric estimation in nonlinear

On nonparametric estimation in nonlinear AR(1)-models

✍ Marc Hoffmann 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 165 KB

We estimate the mean function and the conditional variance (the volatility function) of a nonlinear ÿrst-order autoregressive model nonparametrically. Minimax rates of convergence are established over a scale of Besov bodies Bspq and a range of global L p error measurements, for 16p ¡ ∞. We propose