Application of structural risk minimization to multivariate smoothing spline regression estimates

MaRDI QIDQ701679zbMATH OpenFDO

Authors Michael Kohler, Adam Krzyżak, Dominik Schäfer

Publication date 30 January 2003

Published in Bernoulli (Search for Journal in Brave)

zbMATH Keywords

rate of convergencestructural risk minimizationsmoothing splinesempirical process theoryregression estimate

Mathematics Subject Classification ID

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

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(6)

• Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks
• Regularized least-squares regression: learning from a sequence
• scientific article; zbMATH DE number 1894672 (Why is no real title available?)
• Estimation of a density using an improved surrogate model
• A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time
• Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates

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