Asymptotic consistency of median regression trees (Q5928933)
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scientific article; zbMATH DE number 1587759
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English | Asymptotic consistency of median regression trees |
scientific article; zbMATH DE number 1587759 |
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Asymptotic consistency of median regression trees (English)
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2000
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Estimation of a function parameter by adaptive recursive partitioning of the covariate space is a well known and effective nonparametric statistical technique. A piecewise constant nonparametric estimate of a conditional median function based on a least absolute deviations regression tree has been proposed and discussed by \textit{L. Breiman} et al. [ Classification and regression trees, Wadsworth, Belmont, CA, (1984; Zbl 0541.62042)]. In this article, we derive and discuss some general regularity conditions that can ensure asymptotic consistency of such an estimate. We also discuss a weighted average technique following \textit{P. Chaudhuri} et al. [Stat. Sin. 4, No. 1, 143--167 (1994; Zbl 0824.62032)] based on smooth weight functions that can nicely glue the discontinuous constant pieces of such an estimate to yield a smooth and consistent estimate.
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Adaptive recursive partitioning
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Piecewise constant estimate
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Smooth weighted averaging
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Vapnik-Chervonenkis property
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