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The asymptotic average squared error for polynomial regression

 

作者: R. L. Eubank,   B. R. Jayasuriya,  

 

期刊: Statistics  （Taylor Available online 1993）
卷期: Volume 24, issue 4  

页码: 311-319

 

ISSN:0233-1888

 

年代: 1993

 

DOI:10.1080/02331888308802418

 

出版商: 1993 Gordon and Breach Science Publishers S.A.

 

关键词: Generalized cross-validation;generalized Fourier coefficients;Legendre polynomials. Mallows's Cp;nonparametric regression

 

数据来源: Taylor

 

摘要:

An asymptotic upper bound is derived for the average expected squared error from polynomial regression. The bound is applied to determine guaranteed rates of convergence for estimation over certain function Classes, Two order selection techniques are shown to be optimal for selecting the number of terms to include in the estimator.

 

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