Asymptotically efficient estimates for nonparametric regression models

Leonid Galtchouk (1) , Sergei Pergamenshchikov

1 IRMA - Institut de Recherche Mathématique Avancée

The paper deals with estimating problem of regression function ata given state point in nonparametric regression models with gaus-sian noises and with nongaussian noises having unknown distribution.An asymptotically efficient kernel estimator is constructed for alocal minimax risk.

Mots clés: "asymptotic efficiency; kernel estimates; minimax; asymptotic efficiency; nonparametric regression; local risk"; local risk

Domaines: Statistiques [math.ST]

Leonid Galtchouk, Sergei Pergamenshchikov. Asymptotically efficient estimates for nonparametric regression models. 2004. ⟨hal-00129706⟩