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Start Over Author "Bertin, Karine" Journal journal of statistical planning and inference
4 results on '"Bertin, Karine"'

4. Minimax exact constant in sup-norm for nonparametric regression with random design

Author

Karine Bertin, Laboratoire de Probabilités et Modèles Aléatoires (LPMA), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS), and Bertin, Karine

Subjects
Statistics and Probability, Statistics::Theory, Class (set theory), 62G07, 62G20, 01 natural sciences, Statistics::Machine Learning, 010104 statistics & probability, Uniform norm, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], minimax risk, Statistics, Statistics::Methodology, Applied mathematics, 0101 mathematics, [MATH.MATH-ST] Mathematics [math]/Statistics [math.ST], Mathematics, minimax exact constant, Applied Mathematics, 010102 general mathematics, Estimator, Regression analysis, Density estimation, Minimax, Nonparametric regression, nonparametric regression, uniform norm, Statistics, Probability and Uncertainty, Constant (mathematics)
Abstract

We consider the nonparametric regression model with random design. We study the estimation of a regression function f in the uniform norm assuming that f belongs to a Holder class. We determine the minimax exact constant and an asymptotically exact estimator. They depend on the minimum value of the design density.

Published
2004

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