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Publication:3928056
zbMATH Open0473.62032MaRDI QIDQ3928056FDOQ3928056
Publication date: 1981
Title of this publication is not available (Why is that?)
regression functionkernel estimatesBayes risk consistencyuniversal consistencyconsistency resultsnearest neighbor estimate
Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Strong limit theorems (60F15)
Cited In (21)
- Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design
- Robust nonparametric regression estimation
- Nonparametric estimation of a function from noiseless observations at random points
- Estimation of extreme quantiles in a simulation model
- Estimation of conditional distribution functions from data with additional errors applied to shape optimization
- Estimation of a regression function corresponding to latent~variables
- Nonparametric estimation of non-stationary velocity fields from 3D particle tracking velocimetry data
- Kernel regression estimation in a Banach space
- Smoothing spline regression estimation based on real and artificial data
- Nonparametric quantile estimation using importance sampling
- Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in \(L_ 2\)
- On estimation of surrogate models for multivariate computer experiments
- Nonparametric estimation of a latent variable model
- Estimation of a distribution from data with small measurement errors
- On the strong universal consistency of a recursive regression estimate by Pál Révész
- An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
- Nonparametric estimation of a maximum of quantiles
- Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments
- Nonparametric quantile estimation using surrogate models and importance sampling
- Optimal global rates of convergence for interpolation problems with random design
- Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
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