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Primal-Dual Monotone Kernel Regression

✍ Scribed by K. Pelckmans; M. Espinoza; J. Brabanter; J. A. K. Suykens; B. Moor


Publisher
Springer US
Year
2005
Tongue
English
Weight
172 KB
Volume
22
Category
Article
ISSN
1370-4621

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Let (X, Y ) be an R d \_R-valued regression pair, where X has a density and Y is bounded. If n i.i.d. samples are drawn from this distribution, the Nadaraya Watson kernel regression estimate in R d with Hilbert kernel K(x)=1Γ‚&x& d is shown to converge weakly for all such regression pairs. We also sh