Nonparametric Estimation of a Regression Function

Burman, Prabir; Chen, Keh-Wei

Ann. Statist., Tome 17 (1989) no. 1, p. 1567-1596 / Harvested from Project Euclid

Résumé

A data dependent method of estimating a regression function is proposed here. The model is allowed to be heteroscedastic. Applications to piecewise polynomial, spline, orthogonal series, kernel and nearest neighbor methods are discussed.

Publié le : 1989-12-14
Classification: Nonparametric regression, data dependent method, asymptotic optimality, 62G05, 62J05

@article{1176347382,
     author = {Burman, Prabir and Chen, Keh-Wei},
     title = {Nonparametric Estimation of a Regression Function},
     journal = {Ann. Statist.},
     volume = {17},
     number = {1},
     year = {1989},
     pages = { 1567-1596},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347382}
}

Burman, Prabir; Chen, Keh-Wei. Nonparametric Estimation of a Regression Function. Ann. Statist., Tome 17 (1989) no. 1, pp.  1567-1596. http://gdmltest.u-ga.fr/item/1176347382/