最近邻估计量收敛速率研究:在平滑回归函数情况下的表现
Rates of convergence for nearest neighbor estimators with the smoother regression function
AI总结:
本文研究了在(p,C)-光滑回归函数情况下,最近邻估计量的收敛速率,证明当p在(1,1.5]范围内时,最优收敛速率可被最近邻估计量实现。
摘要:
在回归分析中,人们希望从数据中估计回归函数。本文考虑了在回归函数为(p,C)-光滑的情况下,最近邻估计量的收敛速率。这是一个开放性问题:当p在(1,1.5]范围内时,是否存在某种最近邻估计量能够实现最优收敛速率。我们证实了这一问题的正解。这是本文的主要结果。本文假设数据是独立同分布的,并且使用期望L2误差作为误差准则。
英文摘要:
In regression analysis one wants to estimate the regression function from a data. In this paper we consider the rate of convergence for the nearest neighbor estimator in case that the regression function is $(p,C)$-smooth. It is an open problem whether the optimal rate can be achieved by some nearest neighbor estimator in case that $p$ is on (1,1.5]. We solve the problem affirmatively. This is the main result of this paper. Throughout this paper, we assume that the data is independent and identically distributed and as an error criterion we use the expected $L_2$ error.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。