FG 1735: Efficient nonparametric regression (TP 3, 2. Förderperiode)


If in nonparametric regression the support of the error distribution has a sharp boundary, then the regression function and functionals thereof can be estimated with a higher rate of convergence than in regular models. We will first examine the geometry of such irregular statistical experiments and them develop efficient statistical procedures that adapt both to the smoothness of the regression function and to the degree of irregularity of the error distribution. Moreover, goodness-of-fit tests for the model assumptions will be constructed and analysed.


Principal Investigators
Reiß, Markus Prof. Dr. (Details) (Mathematical Statistics)

Duration of Project
Start date: 07/2015
End date: 06/2019

Last updated on 2020-29-07 at 15:09