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

DOI10.1016/J.JSPI.2012.03.012zbMATH Open1428.62149arXiv1102.5633OpenAlexW2074895514MaRDI QIDQ447616FDOQ447616

Takanori Ayano

Publication date: 4 September 2012

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

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.

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

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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)

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Cited In (6)

• Title not available (Why is that?)
• Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data
• Title not available (Why is that?)
• Analysis of KNN Information Estimators for Smooth Distributions
• The optimal rate of convergence of error for k-nn median regression estimates
• Global and local two-sample tests via regression

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