Sharp optimality for regression with real-time data

被引：0
作者：
Luo, Zhi-Ming [1 ]
Ha, Jeongcheol [1 ]
Kim, Tae Yoon [1 ]
Park, Inho [2 ]
机构：
[1] Keimyung Univ, Dept Stat, Daegu 704701, South Korea
[2] Pukyong Natl Univ, Dept Stat, Busan 608737, South Korea
来源：
JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2015年 / 44卷 / 04期
基金：
新加坡国家研究基金会;
关键词：
Minimax; Optimal rate of convergence; Exact constant of convergence; Real-time data; SUP-NORM LOSS; NONPARAMETRIC REGRESSION; CONVERGENCE; CONSTANT; RATES;
D O I：
10.1016/j.jkss.2015.04.004
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A minimax estimator for a nonparametric regression model is proposed when real-time data are assumed and its asymptotic behavior of minimax risk in the sup-norm for the Holder function class is studied. The optimal rate of convergence and exact minimax constant are found for the estimator. (C) 2015 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
引用
收藏
页码：632 / 645
页数：14
相关论文
共 50 条
  • [31] Quality Assurance / Quality Control of Real-Time Oceanographic Data
    Bushnell, Mark
    OCEANS 2016 MTS/IEEE MONTEREY, 2016,
  • [32] Real-Time Data, Revisions and the Predictive Ability of DSGE Models
    Capek, Jan
    Cuaresma, Jesus Crespo
    Chalmoviansky, Jakub
    Reichel, Vlastimil
    OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 2025,
  • [33] REAL-TIME DATA AND FISCAL POLICY ANALYSIS: A SURVEY OF THE LITERATURE
    Cimadomo, Jacopo
    JOURNAL OF ECONOMIC SURVEYS, 2016, 30 (02) : 302 - 326
  • [34] Real-Time Data-Based Fault Diagnosis System
    Wang, Hai
    MANUFACTURING PROCESS TECHNOLOGY, PTS 1-5, 2011, 189-193 : 2621 - 2624
  • [35] Early Warning Systems for Currency Crises with Real-Time Data
    Tjeerd M. Boonman
    Jan P. A. M. Jacobs
    Gerard H. Kuper
    Alberto Romero
    Open Economies Review, 2019, 30 : 813 - 835
  • [36] Real-time versus revised Czech data: a DSGE analysis
    Capek, Jan
    MATHEMATICAL METHODS IN ECONOMICS 2013, PTS I AND II, 2013, : 107 - 112
  • [37] Real-time estimation of ATC using PMU data and ANN
    Shukla, Devesh
    Singh, S. P.
    IET GENERATION TRANSMISSION & DISTRIBUTION, 2020, 14 (17) : 3604 - 3616
  • [38] INTEGRATION OF REAL-TIME DATA IN BIM ENABLES FM PROCESSES
    Wills, Nadine
    Diaz, Joaquin
    BUILDING INFORMATION MODELLING (BIM) IN DESIGN, CONSTRUCTION AND OPERATIONS II, 2017, 169 : 127 - 133
  • [39] Real-time and archival data visualisation techniques in city dashboards
    Stehle, Samuel
    Kitchin, Rob
    INTERNATIONAL JOURNAL OF GEOGRAPHICAL INFORMATION SCIENCE, 2020, 34 (02) : 344 - 366
  • [40] Identifying Discretionary Fiscal Policy Reactions with Real-Time Data
    von Kalckreuth, Ulf
    Wolff, Guntram B.
    JOURNAL OF MONEY CREDIT AND BANKING, 2011, 43 (06) : 1271 - 1285
12345