Minimax rates of convergence for nonparametric location-Scale models
非参数位置—尺度模型的极小极大收敛速率
This paper studies minimax rates of convergence for nonparametric location-scale models, which include mean, quantile, expectile and momentile regression settings. Under Hellinger differentiability on the error distribution and other mild conditions, we show that the minimax rate of convergence for estimating the regression function under the squared L2 loss is determined by the metric entropy of the nonparametric function class. Different error distributions, including…