We consider here spline estimates of the optimal transformations of variables for multiple correlation and regression as dealt with in a recent paper by Breiman and Friedman. We show that we can construct estimates of the optimal transformations which have the same optimal rate of convergence as in the usual nonparametric estimation of a univariate function.
Publié le : 1991-06-14
Classification:
B-splines,
compact operators,
optimal transformations of variables,
perturbation theory,
rate of convergence,
62G20,
62G05
@article{1176348116,
author = {Burman, Prabir},
title = {Rates of Convergence for the Estimates of the Optimal Transformations of Variables},
journal = {Ann. Statist.},
volume = {19},
number = {1},
year = {1991},
pages = { 702-723},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348116}
}
Burman, Prabir. Rates of Convergence for the Estimates of the Optimal Transformations of Variables. Ann. Statist., Tome 19 (1991) no. 1, pp. 702-723. http://gdmltest.u-ga.fr/item/1176348116/