Nonparametric regression estimation using penalized least squares

From MaRDI portal
Publication:4544753

DOI10.1109/18.998089zbMath1008.62580OpenAlexW2106972536MaRDI QIDQ4544753

Michael Kohler, Adam Krzyżak

Publication date: 4 August 2002

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/3bf4e48c47fde835043c3baffa469f1b7c52e3b1



Related Items

Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments, Asymptotic confidence intervals for Poisson regression, Estimation of a density in a simulation model, Fixed-design regression estimation based on real and artificial data, Nonparametric estimation of a function from noiseless observations at random points, Estimation of a distribution from data with small measurement errors, Optimal global rates of convergence for interpolation problems with random design, Estimation of a jump point in random design regression, Nonparametric estimation of non-stationary velocity fields from 3D particle tracking velocimetry data, Rates of convergence for the \(k\)-nearest neighbor estimators with smoother regression functions, Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design, \(L_1\)-consistent estimation of the density of residuals in random design regression models, On estimation of surrogate models for multivariate computer experiments, Nonparametric quantile estimation using importance sampling, A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time, Estimation of extreme quantiles in a simulation model, Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data, Strongly consistent density estimation of the regression residual, Nonparametric estimation of a latent variable model, Optimal global rates of convergence for nonparametric regression with unbounded data, Smoothing spline regression estimation based on real and artificial data, Nonparametric quantile estimation using surrogate models and importance sampling, Relative error prediction for twice censored data, Nonparametric relative regression under random censorship model, On the strong universal consistency of local averaging regression estimates, Adaptive density estimation based on real and artificial data, Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates, Prediction from randomly right censored data, Estimation of a regression function corresponding to latent~variables, Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory