Design Adaptive Nearest Neighbor Regress
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Emmanuel Guerre
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Article
📅
2000
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Elsevier Science
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English
⚖ 196 KB
This paper deals with nonparametric regression estimation under arbitrary sampling with an unknown distribution. The effect of the distribution of the design, which is a nuisance parameter, can be eliminated by conditioning. An upper bound for the conditional mean squared error of k&NN estimates lea