Showing 2026Show all
2 papers · 1 filter
stat.ME2026
Outrigger local polynomial regression
Elliot H. Young, Rajen D. Shah, Richard J. Samworth
Standard local polynomial estimators of a nonparametric regression function employ a weighted least squares loss function that is tailored to the setting of homoscedastic Gaussian…
math.ST2026
The augmented van Trees inequality
Elliot H. Young
We introduce an augmented form of the van Trees inequality, that yields uniformly tighter lower bounds on the minimax squared Bayes risk of estimators compared with the classical v…