Consistency in nonparametric minimax regression estimation

E. Belitser

    Research output: Contribution to journalArticleAcademicpeer-review


    The problem of the minimax estimation of an additive nonparametric regression is considered. The regression function is assumed to belong to an ellipsoid-type subset of L2([0,1]). We find the necessary and sufficient condition for the quadratic minimax risk to converge to zero. Keywords: Nonparametric regression; Consistency; Minimax risk.
    Original languageEnglish
    Pages (from-to)1159-1165
    JournalCommunications in Statistics : Theory and Methods
    Issue number7
    Publication statusPublished - 2002


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