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Stone's minimax-rate conjecture for single-index regression
Let $n$ be the sample size, let $d$ be the dimension of the covariate, and let $s$ be the smoothness parameter. For mean integrated square error (MISE), consider estimation over an…
Conjectureopenminimax-theory nonparametric-regression single-index-modelarXiv posted 2 days ago

Stone's minimax-rate conjecture for single-index regression