Rates of convergence for the k-nearest neighbor estimators with smoother regression functions

DOI10.1016/J.JSPI.2012.03.012MaRDI QIDQ447616zbMATH OpenOpenAlexFDO

Authors Takanori Ayano

Publication date 4 September 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.5633

zbMATH Keywords

nonparametric estimationrate of convergenceregressionnearest neighbor

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Abstract: In regression analysis one wants to estimate the regression function from a data. In this paper we consider the rate of convergence for the nearest neighbor estimator in case that the regression function is $(p,C)$-smooth. It is an open problem whether the optimal rate can be achieved by some nearest neighbor estimator in case that $p$ is on (1,1.5]. We solve the problem affirmatively. This is the main result of this paper. Throughout this paper, we assume that the data is independent and identically distributed and as an error criterion we use the expected $L_2$ error.

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Cited in

(7)

• Global and local two-sample tests via regression
• scientific article; zbMATH DE number 4126490 (Why is no real title available?)
• Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data
• scientific article; zbMATH DE number 7644911 (Why is no real title available?)
• The regression estimation with random projection
• Analysis of KNN Information Estimators for Smooth Distributions
• The optimal rate of convergence of error for k-nn median regression estimates

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