Fitting a multiple regression function
The authors study the problem of nonparametric estimation of an unknown function \(g(\cdot)\) in the multiple regression model \(Y_ j^{(n)}=g(x^ n_ j)+e_ j^{(n)}\) where \(x_ j^{(n)}\) are known points in the p-dimensional unit cube, \(Y_ j^{(n)}\), 1\(\leq j\leq n\), are the observables and \(\{e_ j^{(n)}\}\) are i.i.d. random variables with mean 0 and finite variance \(\sigma^ 2\). They propose a kernel type estimator for \(g_ n(x)\) based on a known p-dimensional bounded density \(k(\cdot)\) and study its asymptotic properties. They also obtain a consistent estimator of \(\sigma^ 2\). Optimum choice of the kernel \(k(\cdot)\) in the sense of minimizing the mean square error of the estimator \(g_ n(x)\) is discussed.
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- Estimation of a multivariate density
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- Nonparametric estimation of a regression function
- Nonparametric Estimation of a Regression Function: Limiting Distribution2
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- Surface and function approximation with nonparametric regression
- Phase retrieval for characteristic functions of convex bodies and reconstruction from covariograms
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- Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation
- Universal kernel-type estimation of random fields
- Regression models using shapes of functions as predictors
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- Nonparametric multiple function fitting
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