Nonparametric estimation of piecewise smooth regression functions

✍ Scribed by Michael Kohler

• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 99 KB
• Volume: 43
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(98)00245-4

✦ Synopsis

Estimation of univariate regression functions from bounded i.i.d. data is considered. Estimates are deÿned by minimizing a complexity penalized residual sum of squares over all piecewise polynomials. The integrated squared error of these estimates achieves for piecewise p-smooth regression functions the rate (ln 2 (n)=n) 2p=(2p+1) .