scientific article; zbMATH DE number 4184765

MaRDI QIDQ5750191zbMATH OpenFDO

Authors Keh-Wei Chen

Publication date 1989

zbMATH Keywords

regression functionpiecewise polynomial estimatorAkaike's FPE procedureasymptotic efficiency of FPE

Mathematics Subject Classification ID

General nonlinear regression (62J02)

Recommendations

• Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
• Optimal rates of convergence for the piecewlse polynomial estimator with the index chosen by the fpe selection rule
• Selection of the number of regression variables; A minimax choice of generalized FPE
• Asymptotic mean efficiency of a selection of regression variables
• Approximate efficiency of a selection procedure for the number of regression variables

Cited in

(4)

• Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
• Optimal rates of convergence for the piecewlse polynomial estimator with the index chosen by the fpe selection rule
• ON RISSANEN'S LOWER BOUND ON THE ACCUMULATED MEAN-SQUARE PREDICTION ERROR
• The asymptotic average squared error for polynomial regression

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