Almost surely consistent nonparametric regression from recursive partitioning schemes

DOI10.1016/0047-259X(84)90022-8MaRDI QIDQ795439zbMATH OpenFDO

Authors Louis Gordon, Richard A. Olshen

Publication date 1984

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(84)90022-8

zbMATH Keywords

almost sure convergencemartingale argumentsrecursive partitioning schemesregression functionwithin box means estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Pattern recognition, speech recognition (68T10)

Review text

The authors investigate the almost sure convergence of within box means estimators of a regression function \(h(x)={\mathbb{E}}(Y| X=x)\) under a weak moment assumption on Y. For sample size n, the boxes form a finite partition \(Q^{(n)}\) of the X-space generated by a learning sample \((X_ 1,Y_ 1),...,(X_ n,Y_ n)\) such that \(Q^{(n+1)}\) is a refinement of \(Q^{(n)}\). The method of proof uses martingale arguments and sharp bounds for the deviation between the empirical and the true distribution uniformly over boxes.

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Cites work

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Cited in

(10)

• Consistency of data-driven histogram methods for density estimation and classification
• Histogram regression estimation using data-dependent partitions
• Posterior concentration for Bayesian regression trees and forests
• scientific article; zbMATH DE number 3963002 (Why is no real title available?)
• Stochastic grid bundling method for backward stochastic differential equations
• Recursive partitioning and multi-scale modeling on conditional densities
• Asymptotic consistency of median regression trees
• A non-classical parameterization for density estimation using sample moments
• Uniform consistency of a class of regression function estimators for Banach-space valued random variables
• Tree-structured regression and the differentiation of integrals

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