Regression function estimation on non compact support in an heteroscesdastic model-Reference-Cited by-同舟云学术

Regression function estimation on non compact support in an heteroscesdastic model

Published:2019-08-01 Issue:1 Volume:83 Page:93-128
ISSN:0026-1335
Container-title:Metrika
language:en
Short-container-title:Metrika

Author:

Comte F.^ORCID,Genon-Catalot V.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00184-019-00727-4.pdf

Reference22 articles.

1. Abramowitz M, Stegun IA (1964) Handbook of mathematical functions with formulas, graphs, and mathematical tables. Dover, New York (Ninth dover printing, tenth gpo printing edition)

2. Arlot S (2007) Rééchantillonnage et sélection de modèles. Ph.D. thesis, Université Paris Sud

3. Baraud Y (2002) Model selection for regression on a random design. ESAIM Probab Stat 6:127–146

4. Barron A, Birgé L, Massart P (1999) Risk bounds for model selection via penalization. Probab Theory Relat Fields 113:301–413

5. Belomestny D, Comte F, Genon-Catalot V (2019) Sobolev–Hermite versus Sobolev nonparametric density estimation on R. Ann Inst Stat Math 71:29–62

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Nonparametric multiple regression by projection on non-compactly supported bases;Annals of the Institute of Statistical Mathematics;2023-01-22

2. Drift estimation on non compact support for diffusion models;Stochastic Processes and their Applications;2021-04

3. Nonparametric drift estimation for i.i.d. paths of stochastic differential equations;The Annals of Statistics;2020-12-01