Asymptotically efficient estimates for nonparametric regression models

L. Galtchouk and Sergey Pergamenshchikov ()

Statistics & Probability Letters, 2006, vol. 76, issue 8, 852-860

Abstract: 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.

Keywords: Asymptotical; efficiency; Kernel; estimates; Minimax; Nonparametric; regression (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (6)

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