Asymptotic bounds on the quality of the nonparametric regression estimation in $\mathscr L_p$
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VI, Tome 97 (1980), pp. 88-101
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We consider the asymptotic set-up of the following nonparametric problem. Choose the points of measurement $X_1,\dots,X_N$ and estimate the unknown function $f$ on the base of observations $$ Y_i=f(X_i)+G_i(X_i,\omega),\quad i=1,\dots,N, $$ where noise variables $G_1,\dots,G_N$ are independent when $X_1,\dots,X_N$ are fixed. We suppose that the deviation of estimator from regression function $f$ is measured in $\mathscr L_p$ metrix, $1\le p<\infty$. The case $p=\infty$ we consider in [1].
@article{ZNSL_1980_97_a9,
author = {I. A. Ibragimov and R. Z. Khas'minskii},
title = {Asymptotic bounds on the quality of the nonparametric regression estimation in~$\mathscr L_p$},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {88--101},
year = {1980},
volume = {97},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1980_97_a9/}
}
TY - JOUR AU - I. A. Ibragimov AU - R. Z. Khas'minskii TI - Asymptotic bounds on the quality of the nonparametric regression estimation in $\mathscr L_p$ JO - Zapiski Nauchnykh Seminarov POMI PY - 1980 SP - 88 EP - 101 VL - 97 UR - http://geodesic.mathdoc.fr/item/ZNSL_1980_97_a9/ LA - ru ID - ZNSL_1980_97_a9 ER -
I. A. Ibragimov; R. Z. Khas'minskii. Asymptotic bounds on the quality of the nonparametric regression estimation in $\mathscr L_p$. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VI, Tome 97 (1980), pp. 88-101. http://geodesic.mathdoc.fr/item/ZNSL_1980_97_a9/