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OPTIMAL GLOBAL RATES OF CONVERGENCE OF M-ESTIMATES FOR NONPARAMETRIC REGRESSION
Nonparametric regression optimal rate o
2007/12/17
Let (X, Y) be a pair of random variables such that X ranges over [0, 1] and Y is real-valued and let go(X) be the conditional expectation of Y given X. Based on a training sample, the piecewise polyno...
A LAW OF THE ITERATED LOGARITHM FOR RANDOM WINDOW-WIDTH KERNEL ESTIMATOR OF A NONPARAMETRIC REGRESSION FUNCTION
Regression function random window-width
2007/8/7
In this paper we study the estimation of the regression function. We establish a law ofthe iterated logarithm for the random window-width kernel estimator and, as an application, for a nearest neighbo...
