Asymptotically efficient estimates for nonparametric regression models
Galtchouk, Leonid ; Pergamenshchikov, Sergei
HAL, hal-00129706 / Harvested from HAL
Text on HAL
The paper deals with estimating problem of regression function ata given state point in nonparametric regression models with gaus-sian noises and with nongaussian noises having unknown distribution.An asymptotically efficient kernel estimator is constructed for alocal minimax risk.
Publié le : 2004-03-04
Classification:  asymptotic efficiency,  local risk,  "asymptotic efficiency,  kernel estimates,  minimax,  nonparametric regression,  local risk",  62G07, 62G20,  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 
@article{hal-00129706,
     author = {Galtchouk, Leonid and Pergamenshchikov, Sergei},
     title = {Asymptotically efficient estimates for nonparametric regression models},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00129706}
}

Galtchouk, Leonid; Pergamenshchikov, Sergei. Asymptotically efficient estimates for nonparametric regression models. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00129706/