Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency

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dc.creatorGaltchouk, Leonid
dc.creatorPergamenshchikov, Serguey
dc.date2008-04-10
dc.date.accessioned2026-07-07T12:18:15Z
dc.date.available2026-07-07T12:18:15Z
dc.descriptionThe paper deals with asymptotic properties of the adaptive procedure proposed in the author paper (2007) for estimation of unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk. It means that the asymptotic quadratic risk for this procedure coincides with a sharp lower bound.
dc.identifierhttps://arxiv.org/abs/0804.1584
dc.identifierhttp://arxiv.org/abs/0804.1584
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212346
dc.subjectStatistics Theory
dc.titleAdaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency
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