Minimax exact constant in sup-norm for nonparametric regression with random design
Bertin, Karine
HAL, hal-00007738 / Harvested from HAL
Text on HAL
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.
Publié le : 2004-07-05
Classification:  nonparametric regression,  minimax risk,  minimax exact constant,  uniform norm,  62G07, 62G20,  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 
@article{hal-00007738,
     author = {Bertin, Karine},
     title = {Minimax exact constant in sup-norm for nonparametric regression with random design},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00007738}
}

Bertin, Karine. Minimax exact constant in sup-norm for nonparametric regression with random design. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00007738/