Application of structural risk minimization to multivariate smoothing spline regression estimates

zbMATH Open1003.62035MaRDI QIDQ701679FDOQ701679

Authors: Michael Kohler, Adam Krzyżak, Dominik Schäfer 

Publication date: 30 January 2003

Published in: Bernoulli (Search for Journal in Brave)

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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)

Cited In (6)

• Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks
• Regularized least-squares regression: learning from a sequence
• Title not available (Why is that?)
• Estimation of a density using an improved surrogate model
• Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates
• A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time

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