Adaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities
classification
🧮 math.ST
stat.TH
keywords
estimationregressionadaptiveconstructedheteroscedasticnon-asymptoticnonparametricoracle
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An adaptive nonparametric estimation procedure is constructed for the estimation problem of heteroscedastic regression when the noise variance depends on the unknown regression. A non-asymptotic upper bound for a quadratic risk (an oracle inequality) is constructed.
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