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On-line Tracking of a Smooth Regression Function

✍ Scribed by Lev Goldentayer; Robert Liptser


Book ID
106530659
Publisher
Springer Netherlands
Year
2006
Tongue
English
Weight
533 KB
Volume
9
Category
Article
ISSN
1387-0874

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Nonparametric estimation of piecewise sm
✍ Michael Kohler πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 99 KB

Estimation of univariate regression functions from bounded i.i.d. data is considered. Estimates are deΓΏned 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