Nonparametric estimation via empirical risk minimization
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Publication:4836894
DOI10.1109/18.382014zbMATH Open0818.62041OpenAlexW2131771566MaRDI QIDQ4836894FDOQ4836894
Authors: Kenneth Zeger, Gábor Lugosi 
Publication date: 21 August 1995
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/033b5755745d75f595ab1ecbf28a8c1cd97d25bb
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learningpattern recognitioncurve fittingregression estimationuniversal consistencysievesseries methodsconditional median estimationdistribution-free almost sure consistencygeneralized linear estimatorsneural network estimates
Cited In (54)
- On Learning and Convergence of RBF Networks in Regression Estimation and Classification
- Bayesian neural tree models for nonparametric regression
- Minimax nonparametric classification. II. Model selection for adaptation
- Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design
- Fixed-design regression estimation based on real and artificial data
- Optimal global rates of convergence for nonparametric regression with unbounded data
- Nonparametric estimation of a function from noiseless observations at random points
- Adaptive density estimation based on real and artificial data
- Estimation of extreme quantiles in a simulation model
- Sampling and empirical risk minimization
- Pattern recognition with ordered labels
- Least empirical risk procedures in statistical inference
- Analysis of the rate of convergence of least squares neural network regression estimates in case of measurement errors
- Robust neural modeling for the cross-sectional analysis of accounting information
- On the strong universal consistency of local averaging regression estimates
- Estimation of a regression function corresponding to latent~variables
- A novel distribution-free hybrid regression model for manufacturing process efficiency improvement
- A nonparametric ensemble binary classifier and its statistical properties
- Smoothing spline regression estimation based on real and artificial data
- Nonparametric regression function estimation using interaction least squares splines and complexity regularization.
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- Nonparametric quantile estimation using importance sampling
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- On deep learning as a remedy for the curse of dimensionality in nonparametric regression
- Rates of convergence for the \(k\)-nearest neighbor estimators with smoother regression functions
- Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data
- On estimation of surrogate models for multivariate computer experiments
- An approximation result for nets in functional estimation
- Nonparametric estimation of a latent variable model
- Nonparametric nonlinear regression using polynomial and neural approximators: a numerical comparison
- Estimation of a density in a simulation model
- Estimation of a distribution from data with small measurement errors
- Universally consistent regression function estimation using hierarchical \(B\)-splines
- Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case
- Estimation of a jump point in random design regression
- Universal consistency of delta estimators
- Nonasymptotic bounds on the \(L_{2}\) error of neural network regression estimates
- Prediction from randomly right censored data
- Ten More Years of Error Rate Research
- Nonparametric estimation of regression functions in point process models
- Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments
- Nonparametric regression with additional measurement errors in the dependent variable
- Learning and Convergence of the Normalized Radial Basis Functions Networks
- Neural random forests
- Augmented minimax linear estimation
- Adaptive regression estimation with multilayer feedforward neural networks
- Probability estimation with machine learning methods for dichotomous and multicategory outcome: theory
- Nonparametric quantile estimation using surrogate models and importance sampling
- Asymptotic confidence intervals for Poisson regression
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- Strong universal consistency of smooth kernel regression estimates
- \(L_1\)-consistent estimation of the density of residuals in random design regression models
- Strongly consistent density estimation of the regression residual
- Optimal global rates of convergence for interpolation problems with random design
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