Asymptotically efficient estimates for nonparametric regression models

The paper deals with estimating problem of regression function at a given state point in nonparametric regression models with Gaussian noises and with non-Gaussian noises having unknown distribution. An asymptotically efficient kernel estimator is constructed for a minimax risk.

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Year of publication:	2006
Authors:	Galtchouk, L. ; Pergamenshchikov, S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 8, p. 852-860
Publisher:	Elsevier
Keywords:	Asymptotical efficiency Kernel estimates Minimax Nonparametric regression

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259373