Regression with the error measured by the supremum norm is considered. Analytic functions on [0, 1] and functions with a bounded $r$th derivative are considered as functions to be estimated. It is assumed that the experimenter chooses the points at which the observations are taken. Polynomial and piecewise polynomial estimates are considered. Asymptotic and nonasymptotic bounds for the error are obtained.
@article{1176351043,
author = {Fabian, Vaclav},
title = {Polynomial Estimation of Regression Functions with the Supremum Norm Error},
journal = {Ann. Statist.},
volume = {16},
number = {1},
year = {1988},
pages = { 1345-1368},
language = {en},
url = {http://dml.mathdoc.fr/item/1176351043}
}
Fabian, Vaclav. Polynomial Estimation of Regression Functions with the Supremum Norm Error. Ann. Statist., Tome 16 (1988) no. 1, pp. 1345-1368. http://gdmltest.u-ga.fr/item/1176351043/