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Online Estimation of a Smooth Regression Function

✍ Scribed by Khasminskii, R.; Liptser, R.


Book ID
118226040
Publisher
Society for Industrial and Applied Mathematics
Year
2003
Tongue
English
Weight
155 KB
Volume
47
Category
Article
ISSN
0040-585X

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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