搜索结果: 1-8 共查到“理论统计学 nonparametric regression”相关记录8条 . 查询时间(0.14 秒)
Adaptive estimation in nonparametric regression with one-sided errors
adaptive convergence rates non-regular regression frontier estimation bandwidth selection Lepski's method minimax optimality Pickands estimator
2013/6/14
We consider the model of non-regular nonparametric regression where smoothness constraints are imposed on the regression function and the regression errors are assumed to decay with some sharpness lev...
Simultaneous L^2- and L^inf-Adaptation in Nonparametric Regression
Adaptive estimation nonparametric regression thresholding wavelets
2013/4/27
Consider the nonparametric regression framework. It is a classical result that the minimax rates for L^2- and L^inf-risk over a H\"older ball with smoothness index \beta are n^(-\beta/(2\beta+1)) and ...
Pointwise Adaptive M-estimation in Nonparametric Regression
adaptation Huber function Lepski's method M-estimation minimax estimation nonparametric regression robust estimation pointwise estimation
2011/6/17
This paper deals with the nonparametric estimation in heteroscedastic
regression Yi = f(Xi) + i; i = 1; : : : ; n, with incomplete information,
i.e. each real random variable i has a density gi wh...
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
asymptotic bounds adaptive estimation efficient estimation het-eroscedastic regression nonparametric regression Pinsker’s constant
2010/3/10
The paper deals with asymptotic properties of the adaptive proce-
dure proposed in the author paper, 2007, for estimating an unknown
nonparametric regression. We prove that this procedure is asympto...
Nonparametric denoising Signals of Unknown Local Structure,II:Nonparametric Regression Estimation
Nonparametric denoising adaptive filtering minimax estimation nonparametric regression
2010/3/18
We consider the problem of recovering of continuous multi-dimensional functions f
from the noisy observations over the regular grid m−1Zd, m ∈ N∗. Our focus is at
the adaptive estimation...
Large Deviations Theorems in Nonparametric Regression on Functional Data
Large deviation nonparametric regression functional data
2010/3/18
In this paper we prove large deviations principles for the Nadaraya-Watson estimator of the regression of a
real-valued variable with a functional covariate. Under suitable conditions, we show pointw...
Adaptive Optimal Nonparametric Regression and Density Estimation Based on Fourier-Legendre Expansion
Adaptive estimations regression density martingale confidence interval Legend repolynomials
2010/4/29
Motivated by finance and technical applications, the objective of this paper
is to consider adaptive estimation of regression and density distribution based
on Fourier-Legendre expansion, and constr...
Component selection and smoothing in multivariate nonparametric regression
Smoothing spline ANOVA method of regularization nonparametricregression nonparametric classification model selection
2010/4/26
We propose a new method for model selection and model fitting
in multivariate nonparametric regression models, in the framework
of smoothing spline ANOVA. The “COSSO” is a method of
regularization ...