Consistent nonparametric multiple regression: The fixed design case
نویسندگان
چکیده
منابع مشابه
Variance function estimation in multivariate nonparametric regression with fixed design
Variance function estimation in multivariate nonparametric regression is considered and the minimax rate of convergence is established in the iid Gaussian case. Our work uses the approach that generalizes the one used in [A. Munk, Bissantz, T. Wagner, G. Freitag, On difference based variance estimation in nonparametric regression when the covariate is high dimensional, J. R. Stat. Soc. B 67 (Pa...
متن کاملNonparametric Regression with Singular Design
Theory of nonparametric regression is usually based on the assumption that the design density exists. However, in some applications such as those involving high-dimensional or chaotic time series data, the design measure may be singular and may likely have a fractal (nonintegral) dimension. In this paper, the popular Nadaraya-Watson estimator is studied under the general setup that continuity o...
متن کاملn–Uniformly Consistent Density Estimation in Nonparametric Regression Models
The paper introduces a √ n–consistent estimator of the probability density function of the response variable in a nonparametric regression model. The proposed estimator is shown to have a (uniform) asymptotic normal distribution, and it is computationally very simple to compute. A Monte Carlo experiment confirms our theoretical results, and an empirical application demonstrates its usefulness. ...
متن کاملStrongly consistent nonparametric forecasting and regression for stationary ergodic sequences
Let {(Xi, Yi)} be a stationary ergodic time series with (X, Y ) values in the product space R ⊗ R. This study offers what is believed to be the first strongly consistent (with respect to pointwise, least-squares, and uniform distance) algorithm for inferring m(x) = E[Y0|X0 = x] under the presumption that m(x) is uniformly Lipschitz continuous. Autoregression, or forecasting, is an important spe...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1988
ISSN: 0047-259X
DOI: 10.1016/0047-259x(88)90155-8