Minimax exact constant in sup-norm for nonparametric regression with random design
Résumé
We consider the nonparametric regression model with random design. We study the estimation of a regression function f in the uniform norm assuming that f belongs to a Holder class. We determine the minimax exact constant and an asymptotically exact estimator. They depend on the minimum value of the design density.
Domaines
Statistiques [math.ST]
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