Nonparametric Regression

نویسنده

  • Larry Wasserman
چکیده

is called the regression function (of Y on X). The basic goal in nonparametric regression is to construct an estimate f̂ of f0, from i.i.d. samples (x1, y1), . . . (xn, yn) ∈ R × R that have the same joint distribution as (X,Y ). We often call X the input, predictor, feature, etc., and Y the output, outcome, response, etc. Importantly, in nonparametric regression we do not assume a certain parametric form for f0 • Note for i.i.d. samples (x1, y1), . . . (xn, yn), we can always write

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تاریخ انتشار 2015