Global risk bounds and adaptation in univariate convex regression
Global risk bounds and adaptation in univariate convex regression
About this item
Full title
Author / Creator
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Journal title
Language
English
Formats
Publication information
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Subjects
More information
Scope and Contents
Contents
We consider the problem of nonparametric estimation of a convex regression function
ϕ
0
. We study the risk of the least squares estimator (LSE) under the natural squared error loss. We show that the risk is always bounded from above by
n
-
4
/
5
modulo logarithmic factors while being much smaller when
ϕ
0
is wel...
Alternative Titles
Full title
Global risk bounds and adaptation in univariate convex regression
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_proquest_miscellaneous_1762097789
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1762097789
Other Identifiers
ISSN
0178-8051
E-ISSN
1432-2064
DOI
10.1007/s00440-014-0595-3
