Article ID Journal Published Year Pages File Type
1144585 Journal of the Korean Statistical Society 2015 14 Pages PDF
Abstract

A minimax estimator for a nonparametric regression model is proposed when real-time data are assumed and its asymptotic behavior of minimax risk in the sup-norm for the Hölder function class is studied. The optimal rate of convergence and exact minimax constant are found for the estimator.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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