Geodesic
An asymptotically minimax regression estimator in the uniform norm up to exact constant
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 875-882

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{TVP_1993_38_4_a10,
     author = {A. P. Korostelev},
     title = {An asymptotically minimax regression estimator in the uniform norm up to exact constant},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {875--882},
     publisher = {mathdoc},
     volume = {38},
     number = {4},
     year = {1993},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a10/}
}
TY  - JOUR
AU  - A. P. Korostelev
TI  - An asymptotically minimax regression estimator in the uniform norm up to exact constant
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1993
SP  - 875
EP  - 882
VL  - 38
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a10/
LA  - ru
ID  - TVP_1993_38_4_a10
ER  - 
%0 Journal Article
%A A. P. Korostelev
%T An asymptotically minimax regression estimator in the uniform norm up to exact constant
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1993
%P 875-882
%V 38
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a10/
%G ru
%F TVP_1993_38_4_a10
A. P. Korostelev. An asymptotically minimax regression estimator in the uniform norm up to exact constant. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 875-882. http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a10/