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Inference procedures for the L1 regression

โœ Scribed by Gabriela Stangenhaus; Subhash C. Narula


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
455 KB
Volume
12
Category
Article
ISSN
0167-9473

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Combining Different Procedures for Adapt
โœ Yuhong Yang ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 206 KB

Given any countable collection of regression procedures (e.g., kernel, spline, wavelet, local polynomial, neural nets, etc.), we show that a single adaptive procedure can be constructed to share their advantages to a great extent in terms of global squared L 2 risk. The combined procedure basically