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Local Dimensionality Reduction for Non-Parametric Regression

✍ Scribed by Heiko Hoffmann; Stefan Schaal; Sethu Vijayakumar


Publisher
Springer US
Year
2009
Tongue
English
Weight
696 KB
Volume
29
Category
Article
ISSN
1370-4621

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Let us consider the ΓΏxed regression model, Yt = m(xt) + t ; t = 1; : : : ; n; and assume that the random errors, { t }; follow an ARMA-type dependence structure. The purpose of this paper is to study the application of the bootstrap test to check that the unknown regression function, m, follows a ge