Monday, July 28, 2014

 

 



Soy un nuevo usuario

Olvidé mi contraseña

Entrada usuarios

Lógica Matemáticas Astronomía y Astrofísica Física Química Ciencias de la Vida
Ciencias de la Tierra y Espacio Ciencias Agrarias Ciencias Médicas Ciencias Tecnológicas Antropología Demografía
Ciencias Económicas Geografía Historia Ciencias Jurídicas y Derecho Lingüística Pedagogía
Ciencia Política Psicología Artes y Letras Sociología Ética Filosofía


Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression

1) La descarga del recurso depende de la página de origen
2) Para poder descargar el recurso, es necesario ser usuario
    registrado en Universia

  Descargar recurso

Detalles del recurso

Pertenece a: Project Euclid (Hosted at Cornell University Library)  

Descripción: We consider the estimation of a bounded regression function with nonparametric heteroscedastic noise and random design. We study the true and empirical excess risks of the least-squares estimator on finite-dimensional vector spaces. We give upper and lower bounds on these quantities that are nonasymptotic and optimal to first order, allowing the dimension to depend on sample size. These bounds show the equivalence between the true and empirical excess risks when, among other things, the least-squares estimator is consistent in sup-norm with the projection of the regression function onto the considered model. Consistency in the sup-norm is then proved for suitable histogram models and more general models of piecewise polynomials that are endowed with a localized basis structure.

Autor(es): Saumard, Adrien - 

Id.: 55207165

Idioma: English  - 

Versión: 1.0

Estado: Final

Tipo:  application/pdf - 

Palabras claveLeast -  squares regression - 

Tipo de recurso: Text  - 

Tipo de Interactividad: Expositivo

Nivel de Interactividad: muy bajo

Audiencia: Estudiante  -  Profesor  -  Autor  - 

Estructura: Atomic

Coste: no

Copyright: sí

: Copyright 2012 Institute of Mathematical Statistics

Formatos:  application/pdf - 

Requerimientos técnicos:  Browser: Any - 

Relación: [References] 1935-7524

Fecha de contribución: 26-ene-2013

Contacto:

Localización:
* Electron. J. Statist. 6 (2012), 579-655
* doi:10.1214/12-EJS679


Otros recursos del mismo autor(es)

  1. Optimal model selection in heteroscedastic regression using piecewise polynomial functions We consider the estimation of a regression function with random design and heteroscedastic noise in ...

Otros recursos de la misma colección

  1. A novel single-gamma approximation to the sum of independent gamma variables, and a generalization to infinitely divisible distributions It is well known that the sum $S$ of $n$ independent gamma variables—which occurs often, in particul...
  2. Random Latin squares and Sudoku designs generation Uniform random generation of Latin squares is a classical problem. In this paper we prove that both ...
  3. On the topological support of species sampling priors In Bayesian nonparametric statistics, it is crucial that the support of the prior is very large. Her...
  4. A comparison of the constant piecewise weighted logrank and Fleming-Harrington tests The Fleming-Harrington and constant piecewise wei- ghted logrank tests for late effects in clinical ...
  5. The cost of using exact confidence intervals for a binomial proportion When computing a confidence interval for a binomial proportion $p$ one must choose between using an ...

Valoración de los usuarios

No hay ninguna valoración para este recurso.Sea el primero en valorar este recurso.
 

Busque un recurso