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On convex least squares estimation when the truth is linear
We prove that the convex least squares estimator (LSE) attains a n(−1/2) pointwise rate of convergence in any region where the truth is linear. In addition, the asymptotic distribution can be characterized by a modified invelope process. Analogous results hold when one uses the derivative of the con...
Tallennettuna:
| Julkaisussa: | Electron J Stat |
|---|---|
| Päätekijät: | , |
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
2016
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| Aiheet: | |
| Linkit: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5426281/ https://ncbi.nlm.nih.gov/pubmed/28503251 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/15-EJS1098 |
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