标题： 适应性非参数估计在异方差回归模型中。 第二部分：渐近效率 显示英文标题

标题： Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency

摘要： 本文研究了作者在2007年论文中提出的用于估计未知非参数回归的自适应程序的渐近性质。我们证明此程序对于二次风险而言是渐近有效的。这意味着该程序的渐近二次风险与尖锐下界相一致。 显示英文摘要

摘要： The paper deals with asymptotic properties of the adaptive procedure proposed in the author paper (2007) for estimation of unknown nonparametric regression. We prove that this procedure is asymptotically efficient for a quadratic risk. It means that the asymptotic quadratic risk for this procedure coincides with a sharp lower bound.