The asymptotic average squared error for polynomial regression

DOI10.1080/02331888308802418MaRDI QIDQ4324734zbMATH OpenOpenAlexFDO

Authors

Publication date 28 February 1995

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888308802418

zbMATH Keywords

asymptotic upper boundaverage expected squared errorgeneralized cross-validationgeneralized Fourier coefficientsguaranteed rates of convergenceLegendre polynomialsMallows's Cpnonparametric regressionorder selection techniquespolynomial regression

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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Cited in

(2)

• Polynomial estimation of regression functions with the supremum norm error
• Least squares orthogonal polynomial regression estimation for irregular design

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