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On pointwise adaptive curve estimation with a degenerate random design

统计理论 2016-08-16 v1 统计理论

摘要

We consider the nonparametric regression with a random design model, and we are interested in the adaptive estimation of the regression at a point x_0x\_0 where the design is degenerate. When the design density is β\beta-regularly varying at x_0x\_0 and ff has a smoothness ss in the H\"{o}lder sense, we know from Ga\"{i}ffas (2004)\nocite{gaiffas04a} that the minimax rate is equal to ns/(1+2s+β)(1/n)n^{-s/(1+2s+\beta)} \ell(1/n) where \ell is slowly varying. In this paper we provide an estimator which is adaptive both on the design and the regression function smoothness and we show that it converges with the rate (logn/n)s/(1+2s+β)(logn/n)(\log n/n)^{s/(1+2s+\beta)} \ell(\log n/n). The procedure consists of a local polynomial estimator with a Lepski type data-driven bandwidth selector similar to the one in Goldenshluger and Nemirovski (1997)\nocite{goldenshluger\_nemirovski97} or Spokoiny (1998)\nocite{spok98}. Moreover, we prove that the payment of a log\log in this adaptive rate compared to the minimax rate is unavoidable.

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引用

@article{arxiv.math/0503715,
  title  = {On pointwise adaptive curve estimation with a degenerate random design},
  author = {Stéphane Gaiffas},
  journal= {arXiv preprint arXiv:math/0503715},
  year   = {2016}
}