In nonparametric multivariate regression analysis, we seek methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. The original ...

The Annals of Statistics, Vol. 49, No. 5 (October 2021), pp. 2531-2551 (21 pages) Proposed by Donoho (Ann. Statist. 25 (1997) 1870–1911), Dyadic CART is a nonparametric regression method which ...

Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...