Adaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities

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dc.creatorGaltchouk, Leonid
dc.creatorPergamenshchikov, Serguey
dc.date2008-04-10
dc.date.accessioned2026-07-07T12:18:16Z
dc.date.available2026-07-07T12:18:16Z
dc.descriptionAn adaptive nonparametric estimation procedure is constructed for the estimation problem of heteroscedastic regression when the noise variance depends on the unknown regression. A non-asymptotic upper bound for a quadratic risk (an oracle inequality) is constructed.
dc.identifierhttps://arxiv.org/abs/0804.1716
dc.identifierhttp://arxiv.org/abs/0804.1716
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212353
dc.subjectStatistics Theory
dc.subject62G08, 62G05, 62G20
dc.titleAdaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities
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