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  • adaptive estimator  (1)
  • 1995-1999  (1)
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  • 1995-1999  (1)
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    Electronic Resource
    Electronic Resource
    On Adaptive Combination of Regression Estimators (1999)
    Springer
    Annals of the Institute of Statistical Mathematics 51 (1999), S. 679-689 
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    ISSN: 1572-9052
    Keywords: Nested models ; nonparametric regression ; rates of convergence ; adaptive estimator ; Mallows' C L ; Stein estimation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Consider the problem of choosing between two estimators of the regression function, where one estimator is based on stronger assumptions than the other and thus the rates of convergence are different. We propose a linear combination of the estimators where the weights are estimated by Mallows' C L . The adaptive estimator retains the optimal rates of convergence and is an extension of Stein-type estimators considered by Li and Hwang (1984, Ann. Statist., 12, 887-897) and related to an estimator in Burman and Chaudhuri (1999, Ann. Inst. Statist. Math. (to appear)).
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1004031129852
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