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arXiv · 0706.0881

Adaptive Optimal Nonparametric Regression and Density Estimation Based on Fourier-Legendre Expansion

E. Ostrovsky·Y. Zelikov
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Abstract

Motivated by finance and technical applications, the objective of this paper is to consider adaptive estimation of regression and density distribution based on Fourier-Legendre expansion, and construction of confidence intervals - also adaptive. The estimators are asymptotically optimal and adaptive in the sense that they can adapt to unknown smoothness.

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BibTeXRIS

E. Ostrovsky, Y. Zelikov. 2007-06-06. Adaptive Optimal Nonparametric Regression and Density Estimation Based on Fourier-Legendre Expansion. https://arxiv.org/abs/0706.0881

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