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- Title
Estimation and selection procedures in regression: An L.
- Authors
Hengartner, Nicolas; Wegkamp, Marten
- Abstract
The article presents a study that considered the problem of estimating a regression function g0 that involves variables by the closest functional element of a prescribed class G. Based on independent observations, the authors propose a new estimator g, providing explicit finite sample bounds for the distance of L1 between g and g0. The estimation procedure is applied to the problem in the selection of the smoothing parameter in nonparametric regression.
- Subjects
ESTIMATION theory; MATHEMATICAL statistics; REGRESSION analysis; MULTIVARIATE analysis; STATISTICS
- Publication
Canadian Journal of Statistics, 2001, Vol 29, Issue 4, p621
- ISSN
0319-5724
- Publication type
Article
- DOI
10.2307/3316011