Title of article
Model selection in nonparametric regression
Author/Authors
Wegkamp، Marten نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
-251
From page
252
To page
0
Abstract
Model selection using a penalized data-splitting device is studied in the context of nonparametric regression. Finite sample bounds under mild conditions are obtained. The resulting estimates are adaptive for large classes of functions.
Keywords
minimax hypothesis testing , nonparametric alternative , goodness-of-fit , Nonparametric regression , Fisher test , Fishers quantiles , Adaptive test , Model selection , linear hypothesis
Journal title
Annals of Statistics
Serial Year
2003
Journal title
Annals of Statistics
Record number
74501
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