Sequential methods for bounding the error in nonparametric regression
作者:
Adam T. Martinsek,
期刊:
Sequential Analysis
(Taylor Available online 1994)
卷期:
Volume 13,
issue 1
页码: 63-75
ISSN:0747-4946
年代: 1994
DOI:10.1080/07474949408836294
出版商: Marcel Dekker, Inc.
关键词: nonparametric regression;mean integrated squared error;sequential estimation;stopping time
数据来源: Taylor
摘要:
A stopping rule is proposed for the purpose of bounding the mean integrated squared error of nonparametric regression estimates on an interval. The rale is designed to achieve sufficiently good fit in estimating the regression function, It is shown that the stopping rale is asymptotically efficient both in terms of sample size and fit, where the limit is taken as one requires increasingly better fit
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