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math.ST2010★ 3 cited
Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models
Leonid Galtchouk, Serguei Pergamenchtchikov
An adaptive nonparametric estimation procedure is constructed for heteroscedastic regression when the noise variance depends on the unknown regression. A non-asymptotic upper bound…
math.ST2010
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
Leonid Galtchouk, Serguei Pergamenchtchikov
The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper, 2007, for estimating an unknown nonparametric regression. %\cite{GaPe1}. We prove…